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~subject:"2005"
~subject:"Zeitreihenanalyse"
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2005
Zeitreihenanalyse
Theorie
11
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Exchange rate
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Market microstructure
7
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Thailand
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2005-2006
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Asia
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Loretan, Mico
5
Chiquoine, Benjamin
2
Hjalmarsson, Erik
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Boyer, Brian H.
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Chaboud, Alain
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Chaboud, Alain P.
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Gibson, Michael S.
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Phillips, Peter C. B.
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International finance discussion papers
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Journal of empirical finance
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ECONIS (ZBW)
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1
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2007
Persistent link: https://www.econbiz.de/10003997594
Saved in:
2
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
3
Pitfalls in tests for changes in correlations
Boyer, Brian H.
;
Gibson, Michael S.
;
Loretan, Mico
-
1997
Persistent link: https://www.econbiz.de/10000645979
Saved in:
4
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
5
Testing covariance stationarity of heavy-tailed economic time series
Loretan, Mico
-
1991
Persistent link: https://www.econbiz.de/10000880475
Saved in:
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