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~isPartOf:"CAMA working paper series"
~language:"eng"
~person:"Andersen, Torben"
~person:"Liao, Yin"
~person:"Marcellino, Massimiliano"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Risk measure"
~subject:"Wechselkurs"
~type_genre:"Working Paper"
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Does modeling jumps help? : a comparision of realized
volatility
models for risk prediction
Liao, Yin
-
2012
Persistent link: https://www.econbiz.de/10009562424
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