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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Konjunktur"
~subject:"Volatility"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Volatility
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
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contributor
); …
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
Decomposing European bond and equity volatility
Christiansen, Charlotte
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002167494
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