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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Kumar, Dilip"
~subject:"Bond market"
~subject:"Theorie"
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Global COE Hi-Stat discussion paper series
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854418
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
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