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Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
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Volatility estimation with functional gradient descent for very high-dimensional financial time series
Audrino, Francesco
;
Bühlmann, Peter
- In:
The journal of computational finance
6
(
2003
)
3
,
pp. 65-89
Persistent link: https://www.econbiz.de/10001753395
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