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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Report / Erasmus Center for Financial Research, Erasmus University"
~person:"Lucas, André"
~person:"Mykland, Per A."
~person:"Rodriguez, Gabriel"
~person:"Spokojnyj, Vladimir G."
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Bollerslev, Tim
Lucas, André
Mykland, Per A.
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Spokojnyj, Vladimir G.
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Dijk, Dick van
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Report / Erasmus Center for Financial Research, Erasmus University
Journal of econometrics
7
Documento de trabajo
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Discussion paper / Tinbergen Institute
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion papers of interdisciplinary research project 373
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied quantitative finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic modelling
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Handbook of financial time series
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International finance discussion papers
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International journal of forecasting
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International journal of monetary economics and finance
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Journal of financial econometrics
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Review of Pacific Basin financial markets and policies
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Revista de análisis económico
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Sveriges Riksbank working paper series
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The review of economics and statistics
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Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
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