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subject:"Schock"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~person:"Gallo, Giampiero M."
~type_genre:"Article in journal"
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Gallo, Giampiero M.
Todorov, Viktor
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Journal of econometrics
International journal of forecasting
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Socio-economic planning sciences : the international journal of public sector decision-making
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Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
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2
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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