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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"International review of financial analysis"
~person:"Kumar, Dilip"
~person:"Teräsvirta, Timo"
~subject:"Volatilität"
~type:"article"
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International review of financial analysis
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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