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The effect of realised volatility on stock returns risk estimates

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Figure

Figure 1: Financial returns: (a) American Express, (b) Coca-Cola, (c) Disney (Walt) and (d) Pfizer.
Table 3: Autocorrelations of returns and squared returns. The last line contains the values of the Ljung-Box Q statistic.
Table 4: Bicorrelation coefficients of the stock returns.
Figure 3: (a) Daily squared returns and (b) Realised volatility.
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