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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
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2
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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