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person:"Audrino, Francesco"
subject:"Volatilität"
~person:"Hurvich, Clifford M."
~type:"article"
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Audrino, Francesco
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Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003298562
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