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~isPartOf:"Economic modelling"
~language:"eng"
~person:"Baruník, Jozef"
~person:"Kumar, Dilip"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
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Baruník, Jozef
Kumar, Dilip
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Cubadda, Gianluca
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Huang, Zhuo
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Kim, Jong-Min
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Moosa, Imad A.
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Ranjbar, Omid
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ECONIS (ZBW)
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Revisiting the long memory dynamics of the implied-realized volatility relationship : new evidence from the wavelet regression
Baruník, Jozef
;
Hlínková, Michaela
- In:
Economic modelling
54
(
2016
),
pp. 503-514
Persistent link: https://www.econbiz.de/10011642296
Saved in:
2
An empirical model of fractionally cointegrated daily high and low stock market prices
Baruník, Jozef
;
Dvořáková, Sylvie
- In:
Economic modelling
45
(
2015
),
pp. 193-206
Persistent link: https://www.econbiz.de/10011334126
Saved in:
3
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
4
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
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