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To lag or not to lag? How to compare indices of stock markets that operate at different times. (2013). Sandoval, Leonidas Junior .
In: Insper Working Papers.
RePEc:ibm:ibmecp:wpe_319.

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    In: Estudios de Economia.
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  42. When Should Time be Continuous? Volatility Modeling and Estimation of High-Frequency Data. (2000). Fang, Yue.
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  44. Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns. (1999). Whitelaw, Robert F. ; Richardson, Mathew ; Boudoukh, Jacob ; Ahn, Dong-Hyun.
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  45. Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns. (1999). Whitelaw, Robert ; Richardson, Matthew ; Boudoukh, Jacob ; Ahn, Dong-Hyun.
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  46. From Value at Risk to Stress Testing: The Extreme Value Approach. (1999). Longin, Franois.
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  49. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
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