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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"The review of economics and statistics"
~person:"Hafner, Christian M."
~subject:"High-frequency data"
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High-frequency data
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Bollerslev, Tim
Hafner, Christian M.
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The review of economics and statistics
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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