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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Taylor, Robert"
~subject:"ARCH model"
~subject:"Capital income"
~subject:"Stochastic process"
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Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
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2009
Persistent link: https://www.econbiz.de/10003854418
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