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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~person:"Wang, Jying-Nan"
~subject:"Optionspreistheorie"
~subject:"USA"
~type_genre:"Article in journal"
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Advances in quantitative analysis of finance and accounting : a research annual
International journal of economics and financial issues : IJEFI
Review of quantitative finance and accounting
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How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
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