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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~institution:"The Wharton Financial Institutions Center"
~person:"Albers, Sönke"
~person:"Diebold, Francis X."
~person:"Weber, Jürgen"
~person:"Zimmermann, Klaus F."
~subject:"Controlling"
~subject:"Estimation theory"
~subject:"Germany"
~subject:"Handelsvertretung"
~subject:"Logistik"
~subject:"Marketing management"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Non-commercial literature"
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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