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subject:"Volatilität"
type_genre:"Aufsatz im Buch"
~person:"Alexander, Carol"
~person:"Bossaerts, Peter L."
~subject:"Analysis of variance"
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Valuation, financial modeling, and quantitative tools
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ECONIS (ZBW)
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Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
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2008
Persistent link: https://www.econbiz.de/10003765837
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A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
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