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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of forecasting"
~person:"Fischer, Henning"
~person:"Nystrup, Peter"
~subject:"Statistical distribution"
~subject:"USA"
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Fischer, Henning
Nystrup, Peter
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Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
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2
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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