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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caporale, Guglielmo Maria"
~person:"Engle, Robert F."
~subject:"Börsenkurs"
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Caporale, Guglielmo Maria
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Forecasting intraday volatility in the US equity market : multiplicative component GARCH
Engle, Robert F.
;
Sokalska, Magdalena E.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 54-83
Persistent link: https://www.econbiz.de/10009519713
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