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~isPartOf:"Economic modelling"
~person:"Iacone, Fabrizio"
~person:"Shi, Yanlin"
~subject:"Time series analysis"
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Modeling high-frequency volatility with three-state
FIGARCH
models
Shi, Yanlin
;
Ho, Kin-Yip
- In:
Economic modelling
51
(
2015
),
pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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