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High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
Home
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High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
High Breakdown Point Conditional Dispersion Estimation with Application to S & P 500 Daily Returns Volatility
SS
Shinichi Sakata
Shinichi Sakata
Halbert White
Halbert White
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1 May 1998
journal article
Published by
JSTOR
in
Econometrica
Vol. 66
(3)
,
529
https://doi.org/10.2307/2998574
Abstract
No abstract available
Cited by 109 articles