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Documents Initial Stock Analysis

Initial Stock Analysis Initial Stock Analysis Andrew Bentley February 8, 2012 Outline Price and returns for Apple Inc. (AAPL) and Ford Motor Inc. (F) Measures of Volatility…

Documents Forecasting Realized Variance Using Jumps

Forecasting Realized Variance Using Jumps Andrey Fradkin Econ 201 4/18/2007 Outline Theoretical Background The HAR-RV-CJ Model Is the HAR-RV-CJ model better than the HAR-RV…