A mixture mutliplicative error model for realized volatility
Year of publication: |
2006
|
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Authors: | Lanne, Markku |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 4, p. 594-616
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Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Deutschland | Germany | Japan | USA | United States | Statistische Verteilung | Statistical distribution |
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