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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Li, Degui"
~subject:"ARCH-Modell"
~subject:"Share price"
~type:"book"
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Li, Degui
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Working paper / Department of Econometrics and Business Statistics, Monash University
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
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This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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