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~person:"Andersen, Torben"
~person:"De Veirman, Emmanuel"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
~type_genre:"Working Paper"
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76
Volatility
73
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33
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Andersen, Torben
De Veirman, Emmanuel
Medeiros, Marcelo C.
Stüber, Heiko
McAleer, Michael
50
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29
Hautsch, Nikolaus
29
Pierdzioch, Christian
29
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21
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19
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14
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13
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ECONIS (ZBW)
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Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
42
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
43
Answering the critics : yes, arch models do provide good
volatility
forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
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