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~isPartOf:"International finance discussion papers"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Statistische Verteilung"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Martin, Gael M.
Medeiros, Marcelo C.
Bodenstein, Martin
4
Guerrieri, Luca
3
Chaboud, Alain
2
Dobrev, Dobrislav
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International finance discussion papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
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