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~institution:"The Wharton Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Caballero, Ricardo J."
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Lux, Thomas"
~person:"Yoon, Seong-min"
~source:"econis"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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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
Saved in:
2
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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