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Richard D.F. Harris
Information about the author Richard D.F. Harris will soon be added to the site.
Found
2 papers
in total
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Bias in the estimation of non-linear transformations of the integrated variance of returns
2006
Volatility models such as GARCH, although misspecified with respect to the...
Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
2001
This paper investigates the dynamic behaviour of daily aggregate returns of one of...
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