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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of economics and finance"
~isPartOf:"Journal of financial economics"
~person:"Linton, Oliver"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Investment-based asset pricing"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Nichtparametrisches Verfahren
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Linton, Oliver
Pesaran, M. Hashem
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Cambridge working papers in economics
Journal of economics and finance
Journal of financial economics
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Implications of high-frequency trading for security markets
Linton, Oliver
;
Mahmoodzadeh, Soheil
-
2018
Persistent link: https://www.econbiz.de/10012667529
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A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2018
Persistent link: https://www.econbiz.de/10012671142
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3
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011630744
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