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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Cambridge-INET working papers"
~person:"Hafner, Christian M."
~subject:"Correlation"
~subject:"High-frequency data"
~type:"book"
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Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
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