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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~person:"Fong, Wai-mun"
~person:"Martin, Gael M."
~subject:"Financial market"
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Fong, Wai-mun
Martin, Gael M.
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Journal of applied econometrics
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Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
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2
Modelling the conditional volatility of commodity index futures as a regime switching process
Fong, Wai-mun
;
See, Kim Hock
- In:
Journal of applied econometrics
16
(
2001
)
2
,
pp. 133-163
Persistent link: https://www.econbiz.de/10001573886
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