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subject:"Estimation"
subject:"Schätzung"
~person:"Ours, Jan C. van"
~person:"McAleer, Michael"
~type_genre:"Book section"
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Estimation
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Ours, Jan C. van
McAleer, Michael
Coto-Millán, Pablo
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Frick, Bernd
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Songsak Sriboonchitta
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Handbook of applied econometrics and statistical inference
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ECONIS (ZBW)
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
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