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~person:"Andersen, Torben"
~person:"Chang, P. H. Kevin"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
~type_genre:"Government document"
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Andersen, Torben
Chang, P. H. Kevin
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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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The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel
;
Chang, P. H. Kevin
-
1997
Persistent link: https://www.econbiz.de/10000623860
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