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~isPartOf:"ERID working paper"
~person:"Bollerslev, Tim"
~person:"Zaremba, Adam"
~subject:"Mehrgleichungsmodell"
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A discrete-time model for daily S&P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
-
2005
Persistent link: https://www.econbiz.de/10010218862
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