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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Phillips, Peter C. B."
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Conference paper"
~type_genre:"Konferenzbeitrag"
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Frey, Bruno S.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
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