Cite
HARVARD Citation
Cho, J. et al. (n.d.). A Filtering Process to Remove the Stochastic Component from Intraday Seasonal Volatility. Journal of futures markets. 34 (5), pp. 479-495. [Online].
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Cho, J. et al. (n.d.). A Filtering Process to Remove the Stochastic Component from Intraday Seasonal Volatility. Journal of futures markets. 34 (5), pp. 479-495. [Online].