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~isPartOf:"Applied mathematical finance"
~person:"Franses, Philip Hans"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
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