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subject:"Volatilität"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~person:"Nielsen, Morten Ørregaard"
~person:"Todorov, Viktor"
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Volatilität
Estimation theory
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5
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Nielsen, Morten Ørregaard
Todorov, Viktor
Teräsvirta, Timo
4
Silvennoinen, Annastiina
3
Kristensen, Dennis
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Amado, Cristina
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Andersen, Torben
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Barndorff-Nielsen, Ole E.
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Demetrescum, Matei
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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2
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
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