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Policy uncertainty and international financial markets: the case of Brexit
, 2016A. Belke, I. Dubova, Thomas Osowski
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Herding behaviour and volatility clustering in financial markets
, 2017N. Schmitt, F. Westerhoff
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THE ECONOMETRICS OF FINANCIAL MARKETS
Econometric Theory, 1998T. Andersen
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Intraday periodicity and volatility persistence in financial markets
, 1997T. Andersen, Tim Bollerslev
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