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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Alizadeh, Sassan"
~person:"Brandt, Michael W."
~person:"Sentana, Enrique"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
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2001
Persistent link: https://www.econbiz.de/10001561834
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