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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~person:"Alizadeh, Sassan"
~person:"Cavaliere, Giuseppe"
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Bootstrap inference on the boundary of the parameter space with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011948862
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