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subject:"Stochastischer Prozess"
subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"European University Institute / Department of Economics"
~institution:"School of Economics <Bundoora, Victoria> / Department of Economics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~person:"Lunde, Asger"
~subject:"Estimation theory"
~subject:"Marktmikrostruktur"
~subject:"Zinsstruktur"
~type_genre:"Graue Literatur"
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Stochastischer Prozess
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Lunde, Asger
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Centre for Analytical Finance <Århus>
European University Institute / Department of Economics
School of Economics <Bundoora, Victoria> / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Regular and modified kernel-based estimators of integrated variance : the case with independent noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491800
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