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~isPartOf:"CREATES Research Papers"
~person:"Alòs, Elisa"
~person:"Jacquier, Antoine (Jack)"
~person:"Medeiros, Marcelo C."
~subject:"Optionsgeschäft"
~subject:"Stochastischer Prozess"
~subject:"realized volatility"
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realized volatility
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Alòs, Elisa
Jacquier, Antoine (Jack)
Medeiros, Marcelo C.
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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
Hillebrand, Eric
;
Medeiros, Marcelo C.
-
School of Economics and Management, University of Aarhus
-
2012
effects, in ARMA time series models and apply our modeling framework to daily realized
volatility
. Asymptotic theory for …
Persistent link: https://www.econbiz.de/10010851244
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