Diebold, F.X. Hickman, A., Inoue, A. and Schuermann, T. (1998), "Converting 1-Day Volatility to h-Day Volatility: Scaling by Root-h is Worse than You Think," Wharton…
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[Thank you very much. I’m] Takanobu MIZUTA from SPARX Asset Management. [I’m also belonging to] The University of Tokyo. [Today, I’m going to give a presentation under…
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