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person:"Grammig, Joachim"
~person:"Bourbel, Aurélie"
~subject:"ARCH model"
~subject:"Duration analysis"
~subject:"Schätzung"
~type:"article"
~type_genre:"Book section"
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Developments in forecast combination and portfolio choice
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Long-run volatility dependencies in intraday data and mixture of normal distributions
Bourbel, Aurélie
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 159-177)
.
2001
Persistent link: https://www.econbiz.de/10001719133
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Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
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