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The distribution of realized stock return volatility
Journal of Financial Economics · 2001 · Vol. 61(1) · pp. 43–76
Torben G. Andersen✉(Northwestern University)
Complex Systems and Time Series AnalysisFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityRealized varianceEconometricsStandard deviationVolatility (finance)GaussianStock (firearms)EconomicsLogarithmEquity (law)Mathematics
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The Journal of Finance · 1993 · 8,606 citations
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