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isPartOf:"Journal of econometrics"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~type_genre:"Arbeitspapier"
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Journal of econometrics
Global COE Hi-Stat discussion paper series
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Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
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2009
Persistent link: https://www.econbiz.de/10003854415
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