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~isPartOf:"Journal of financial econometrics"
~person:"Qiu, Yue"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
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