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subject:"Exchange rate"
subject:"Time series analysis"
~institution:"European University Institute / Department of Economics"
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A mixture multiplicative error model for realized volatility
Lanne, Markku
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2006
Persistent link: https://www.econbiz.de/10003280702
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Unobserved components in economic time series
Maravall Herrero, Agustín
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1993
Persistent link: https://www.econbiz.de/10000889047
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