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~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"NBER Working Paper"
~isPartOf:"WPg : Kompetenz schafft Vertrauen"
~person:"Dijk, Dick van"
~source:"econis"
~subject:"Volatilität"
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Dijk, Dick van
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Applied economics letters
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Range-based covariance
estimation
using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
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2
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 221-231
Persistent link: https://www.econbiz.de/10001939247
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