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MR2745876 (2011j:62282) 62P05 (62G10 62M20 91G70)
Andersen, Torben G.; Bollerslev, Tim; Huang, Xin A reduced form framework for modeling volatility of speculative prices based on realized variation measures. J. Econometrics 160 (2011), no. 1, 176–189.
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