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subject:"Share price"
~person:"Grammig, Joachim"
~subject:"Börse"
~subject:"USA"
~type_genre:"Aufsatz im Buch"
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Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
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2001
Persistent link: https://www.econbiz.de/10014553638
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