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subject:"Derivat"
~person:"Maderitsch, Robert"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~type_genre:"Aufsatz im Buch"
~type_genre:"Reference book"
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The quantile-heterogeneous autoregressive model of realized volatility : new evidence from commodity markets
Kick, Konstantin
;
Maderitsch, Robert
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 39-58)
.
2019
Persistent link: https://www.econbiz.de/10012249098
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