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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Swanson, Norman R."
~subject:"Statistischer Test"
~subject:"Volatility"
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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