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Properties of bias-corrected realized variance under alternative sampling schemes
Oomen, Roel C. A.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 555-577
Persistent link: https://www.econbiz.de/10003154307
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22
Fourth moment structure of multivariate GARCH models
Hafner, Christian M.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
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pp. 26-54
Persistent link: https://www.econbiz.de/10002220839
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