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~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type_genre:"Arbeitspapier"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
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2014
Persistent link: https://www.econbiz.de/10010365630
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