Three Essays on Realized Volatility Models for High-Frequency Data.

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Title: Three Essays on Realized Volatility Models for High-Frequency Data.
Author: Shen, Ji
Advisors: Denis Pelletier, Chair
Barry Goodwin, Member
Walter Thurman, Member
Peter Bloomfield, Minor
Date: 2017-03-27
Degree: Doctor of Philosophy
Discipline: Economics
URI: http://www.lib.ncsu.edu/resolver/1840.20/33594


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