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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Alizadeh, Sassan"
~subject:"Theory"
~type_genre:"Graue Literatur"
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Stochastischer Prozess
Volatility
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Estimation theory
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Alizadeh, Sassan
Härdle, Wolfgang
58
Pesaran, M. Hashem
33
Franses, Philip Hans
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Swanson, Norman R.
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Gouriéroux, Christian
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Imbens, Guido
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Maravall Herrero, Agustín
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Spokojnyj, Vladimir G.
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Teräsvirta, Timo
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Zakoïan, Jean-Michel
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Angrist, Joshua D.
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Diebold, Francis X.
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Reiß, Markus
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Bauwens, Luc
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ECONIS (ZBW)
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Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
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