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Mar 30 2023 Adilson de Oliveira , Susan Schommer and Ledson L. G. da Rosa
  Oil price volatility: impacts in the Brazilian economy
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Apr 18 2013 Benoît Sévi and César Baena
  The explanatory power of signed jumps for the risk-return tradeoff
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Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes
  Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach
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Jan 13 2012 Benoît Sévi and César Baena
  A reassessment of the risk-return tradeoff at the daily horizon
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Nov 06 2006 Jonas Andersson
  Searching for the DGP when forecasting - Is it always meaningful for small samples?
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Oct 08 2004 Taro Kanatani
  Integrated volatility measuring from unevenly sampled observations
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