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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Engle, Robert F."
~subject:"CAPM"
~subject:"Share price"
~subject:"USA"
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Engle, Robert F.
Todorov, Viktor
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Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
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Forecasting volatility in the financial markets
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Georgetown McDonough School of Business Research Paper 2012-16
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
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