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~person:"Otranto, Edoardo"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~type:"book"
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Measuring volatility with the...
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Otranto, Edoardo
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Volatility jumps and the classification of monetary policy announcements
Gallo, Giampiero M.
;
Lacava, Demetrio
;
Otranto, Edoardo
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321842
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Realized covariance models with time-varying parameters and spillover effects
Bauwens, Luc
;
Otranto, Edoardo
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2023
Persistent link: https://www.econbiz.de/10014322169
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