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~person:"Lu, Yang K."
~person:"Ng, Serena"
~person:"Varneskov, Rasmus Tangsgaard"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
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Lu, Yang K.
Ng, Serena
Varneskov, Rasmus Tangsgaard
Perron, Pierre
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Journal of empirical finance
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Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
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Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
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