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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"
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A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011630744
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