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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Finance research letters"
~person:"Ardia, David"
~person:"Ergün, Tolga"
~subject:"Correlation"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
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1
Tinbergen Institute Discussion Paper 2013-047/III
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Regime changes in Bitcoin GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
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The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
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