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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Lensink, Robert"
~person:"Medeiros, Marcelo C."
~subject:"Currency derivative"
~subject:"Measurement"
~type_genre:"Working Paper"
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Currency derivative
Measurement
Volatility
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Andersen, Torben
Lensink, Robert
Medeiros, Marcelo C.
Bollerslev, Tim
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Diebold, Francis X.
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Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
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2
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
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