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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~person:"Lahaye, Jérôme"
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Estimation
Volatilität
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Alexander, Carol
Lahaye, Jérôme
Füss, Roland
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Journal of banking & finance
International review of financial analysis
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ECONIS (ZBW)
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Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
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2
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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