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subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Dijk, Dick van"
~subject:"Stochastischer Prozess"
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Volatility
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Dijk, Dick van
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
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