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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~language:"eng"
~person:"Chen, Xiangjin B."
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Chen, Xiangjin B.
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Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
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