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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Swedish House of Finance research paper"
~language:"eng"
~language:"pol"
~language:"slv"
~language:"swe"
~person:"Harvey, Andrew C."
~person:"Vellekoop, Michel"
~subject:"Heteroskedastizität"
~subject:"Time series analysis"
~subject:"Wechselkurs"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Market information"
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Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
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2019
Persistent link: https://www.econbiz.de/10012703138
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Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
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3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
4
Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.
;
Thiele, Stephen
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2017
Persistent link: https://www.econbiz.de/10012423749
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