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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Foerder Institute for Economic Research <Tēl-Āvîv>"
~institution:"Rodney L. White Center for Financial Research"
~person:"Diebold, Francis X."
~subject:"Asymmetric information"
~subject:"Estimation theory"
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Diebold, Francis X.
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Centre for Analytical Finance <Århus>
Foerder Institute for Economic Research <Tēl-Āvîv>
Rodney L. White Center for Financial Research
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
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2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
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