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~isPartOf:"Journal of empirical finance"
~person:"Fałdziński, Marcin"
~subject:"Börsenkurs"
~subject:"High-low range"
~subject:"United States"
~subject:"Volatility"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Fałdziński, Marcin
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Journal of empirical finance
Energy economics
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Journal of economic dynamics & control
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The North American journal of economics and finance : a journal of theory and practice
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Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 308-321
Persistent link: https://www.econbiz.de/10014423712
Saved in:
2
Range-based DCC models for covariance and value-at-risk forecasting
Fiszeder, Piotr
;
Fałdziński, Marcin
;
Molnár, Peter
- In:
Journal of empirical finance
54
(
2019
),
pp. 58-76
Persistent link: https://www.econbiz.de/10012174846
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