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~institution:"University of Canterbury / Dept. of Economics and Finance"
~source:"econis"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
~type_genre:"Bibliography included"
~type_genre:"Collection of articles of several authors"
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Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
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McAleer, Michael
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Oya, Kosuke
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2011
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Persistent link: https://www.econbiz.de/10009012211
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
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Rea, William
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Reale, Marco
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Scarrott, Carl
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2012
Persistent link: https://www.econbiz.de/10009562986
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