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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Documento de trabajo / Centro de Estudios Monetarios y Financieros"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Alizadeh, Sassan"
~person:"Sentana, Enrique"
~type_genre:"Arbeitspapier"
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Stochastischer Prozess
Volatility
Estimation theory
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Schätztheorie
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Theorie
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Theory
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Volatilität
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Alizadeh, Sassan
Sentana, Enrique
Brandt, Michael W.
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Diebold, Francis X.
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Kadlec, Gregory B.
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Santa-Clara, Pedro
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
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2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
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