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~isPartOf:"Working paper"
~subject:"Kointegration"
~subject:"Volatilität"
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Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
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2017
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This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
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2017
Persistent link: https://www.econbiz.de/10011691484
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