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~isPartOf:"Finmap working paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hansen, Peter Reinhard"
~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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Hansen, Peter Reinhard
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Finmap working paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
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Discussion paper / Tinbergen Institute
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The journal of futures markets
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Exponential GARCH modeling with
realized
measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 269-287
Persistent link: https://www.econbiz.de/10011691332
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