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~isPartOf:"Cambridge-INET working papers"
~person:"Linton, Oliver"
~person:"Pollitt, Michael G."
~person:"Propper, Carol"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
~type_genre:"Graue Literatur"
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Volatilität
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Linton, Oliver
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Propper, Carol
Chen, Jia
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Den Haan, Wouter J.
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Ding, Yashuang
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Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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2
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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3
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011630744
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