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Time Scales,Wavelet Realized Volatility and Jump Variation: An Empirical Investigation for India |
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| Authors: | Dubey Amlendu Kumar |
| Affiliation: | 1.Indian Institute of Technology Delhi, New Delhi, India ; |
| Abstract: | Journal of Quantitative Economics - In this paper we empirically implement concept of wavelet realized volatility with recent advances in wavelet shrinkage literature and try to provide robust... |
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