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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bormetti, Giacomo"
~subject:"Börsenkurs"
~subject:"Oil price"
~subject:"Volatility"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Applied economics letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
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