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Contribution Details

Type Bachelor's Thesis
Scope Discipline-based scholarship
Title Realized Volatility: Modeling Volatility under Microstructure Noise and Direct Forecasting of Realized Volatility
Organization Unit
Authors
  • Chimey Nelung
Supervisors
  • Markus Leippold
Institution University of Zurich
Faculty Faculty of Economics, Business Administration and Information Technology
Number of Pages 48
Date 2010
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