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2 hits:
Working Paper

An Empirical Model of Daily Highs and Lows

Yin-Wong Cheung
CESifo, Munich, 2006
CESifo Working Paper No. 1695

Working Paper

A Reappraisal of the Border Effect on Relative Price Volatility

Yin-Wong Cheung, Kon S. Lai
CESifo, Munich, 2006
CESifo Working Paper No. 1640