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isPartOf:"MPRA Paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bollerslev, Tim"
~subject:"Derivatives"
~subject:"Periodogram"
~subject:"Volatility"
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Börsenkurs
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Bollerslev, Tim
McMillan, David G.
9
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Crato, Nuno
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Li, Wai Keung
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MPRA Paper
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
19
NBER working paper series
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Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
2
Equity trading volume and volatility : latent information arrivals and common long-run dependencies
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 9-21
Persistent link: https://www.econbiz.de/10001253392
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