References

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• 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
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• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 2001The distribution of realized stock return volatility2,264 cited
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• 2005A Tale of Two Time Scales1,312 cited