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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Daníelsson, Jón"
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Discussion paper series / LSE Financial Markets Group
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
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