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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Heteroscedasticity"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
~type_genre:"Graue Literatur"
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Volatility
Heteroscedasticity
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Ranking method
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Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Sluis, Pieter J. van der
3
Dannenburg, Dennis Ramon
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Jacobsen, Ben
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Vries, Casper G. de
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Cowles Foundation discussion paper
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IEAS working paper
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Discussion paper / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
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