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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of risk model validation"
~language:"eng"
~person:"Fałdziński, Marcin"
~subject:"Estimation theory"
~subject:"Kreditrisiko"
~subject:"Risk"
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Fałdziński, Marcin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of risk model validation
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The use of range-based volatility estimators in testing for Granger causality in risk on international capital markets
Fałdziński, Marcin
;
Osińska, Magdalena
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014335988
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