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1 IntroductionThe recent, stimulating work on nonparametric volatility estimation by virtue of high frequency asset price data has largely focused on designing.

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Realized Volatility A growing literature advocates the use of microstructure noise contaminated high frequency data for the purpose of volatility estimation

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By Federico M Bandi, Jeffrey R Russell and Chen Yang; Abstract: A growing literature advocates the use of microstructure noise contaminated high frequency data for. Downloadablewith restrictions A growing literature advocates the use of microstructure noise contaminated high frequency data for the purpose of volatility.

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ABSTRACT: This paper examines whether financial statement information can predict future realized equity volatility incremental to market based equity volatility.

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