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~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~isPartOf:"LIDAM discussion paper CORE"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Bauwens, Luc"
~person:"Beljid, Makram"
~person:"Belkhouja, Mustapha"
~person:"Conrad, Christian"
~person:"Gallo, Giampiero M."
~person:"Gupta, Rangan"
~person:"Nam, Kiseok"
~subject:"Share price"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Bauwens, Luc
Beljid, Makram
Belkhouja, Mustapha
Conrad, Christian
Gallo, Giampiero M.
Gupta, Rangan
Nam, Kiseok
Otranto, Edoardo
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Economic modelling
Journal of empirical finance
LIDAM discussion paper CORE
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
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Otranto, Edoardo
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2023
Persistent link: https://www.econbiz.de/10014322169
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