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subject:"Stochastic process"
subject:"Volatility"
~institution:"Københavns Universitet / Økonomisk Institut"
~institution:"Springer Fachmedien Wiesbaden"
~subject:"Bayesian inference"
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Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
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2016
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1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
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Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
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contributor
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2002
Persistent link: https://www.econbiz.de/10001701167
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