Forecasting Volatility Using High-Frequency Data
Year of publication: |
2012
|
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Authors: | Hansen, Peter Reinhard ; Lunde, Asger |
Published in: |
The Oxford handbook of economic forecasting. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-994032-5. - 2012
|
Subject: | Schätzung | Estimation | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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