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person:"Peersman, Gert"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Clark, Todd E."
~person:"Kilian, Lutz"
~person:"Nielsen, Morten Ørregaard"
~subject:"Volatility"
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper
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2005
Persistent link: https://www.econbiz.de/10003221231
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The implied-realized volatility relation with jumps in underlying asset prices
Christensen, Bent Jesper
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Nielsen, Morten Ørregaard
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2005
Persistent link: https://www.econbiz.de/10002670536
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