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~isPartOf:"Finmap working paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bandi, Federico M."
~subject:"Dynamic covariance matrix"
~subject:"Estimation theory"
~subject:"Futures"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
~subject:"long memory"
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Dynamic covariance matrix
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Bandi, Federico M.
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Finmap working paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Realized
volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
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