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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Tse, Yiu Kuen"
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Volatility
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Tse, Yiu Kuen
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Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
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Estimation of high-frequency volatility : an autoregressive conditional duration approach
Tse, Yiu Kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
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2
The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen
- In:
Journal of applied econometrics
13
(
1998
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
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