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source:"econis"
~isPartOf:"Journal of econometrics"
~person:"Duong, Diep"
~subject:"Schätzung"
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Schätzung
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Duong, Diep
Todorov, Viktor
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Journal of econometrics
Working papers / Rutgers University, Department of Economics
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Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
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