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person:"McAleer, Michael"
~isPartOf:"Journal of financial econometrics"
~person:"Caporin, Massimiliano"
~person:"Prokopczuk, Marcel"
~subject:"Prognoseverfahren"
~subject:"Welt"
~subject:"World"
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McAleer, Michael
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The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
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