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Volatility forecasting
the jumps do matter -
A theoretical model for the extraction and refinement of natural resources
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Zipf law and the firm size distribution
a critical discussion of popular estimators -
Measuring industry relatedness and corporate coherence
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Threshold bipower variation and the impact of jumps on volatility forecasting
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Volatility forecasting
the jumps do matter -
Funding liquidity and stocks' market liquidity
structural estimation from high-frequency data -
Statistical inferences for price staleness
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Testing for endogeneity of irregular sampling schemes