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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~person:"Lucas, André"
~person:"Tauchen, George Eugene"
~subject:"Share price"
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Stochastischer Prozess
Volatility
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Analysis of variance
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Estimation
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Estimation theory
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Kapitaleinkommen
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Lucas, André
Tauchen, George Eugene
Sancetta, Alessio
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Casas, Isabel
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Journal of financial econometrics
Journal of econometrics
7
Discussion paper / Tinbergen Institute
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ERID working paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Computation and estimation in finance and economics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Nonparametric dynamic modelling
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Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
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