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~institution:"Université de Montréal / Département de sciences économiques"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
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Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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