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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CESifo working papers"
~isPartOf:"CORE discussion papers : DP"
~person:"Otranto, Edoardo"
~subject:"Method of moments"
~subject:"Varianzanalyse"
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Otranto, Edoardo
Pesaran, M. Hashem
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Bauwens, Luc
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Egger, Peter
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Preminger, Arie
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School of Humanities and Social Sciences <Singapur>
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Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
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Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
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2018
Persistent link: https://www.econbiz.de/10011992647
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