Research papers on financial econometrics

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Econometrics working papers. EWP "Some Properties of Absolute Returns as a Proxy for Volatility", David E. Giles (pdf paper), Published in Applied Financial Economics Letters BSc Economics, Best Undergraduate Student Presentation Atlantic Canada Economics Association; Felix Pretis' research cited in UN Intergovernmental Panel.

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Top 10 Financial Research Papers of the Year

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Research papers on financial econometrics
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Journal of Econometrics - Elsevier