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~isPartOf:"Journal of empirical finance"
~isPartOf:"Research paper / Quantitative Finance Research Group, University of Technology Sydney"
~person:"Chernozhukov, Victor"
~person:"Härdle, Wolfgang"
~person:"Su, Liangjun"
~subject:"Theorie"
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Journal of empirical finance
Research paper / Quantitative Finance Research Group, University of Technology Sydney
SFB 649 discussion paper
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Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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2
Semiparametric diffusion estimation and application to a stock market model
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001619299
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