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subject:"Time series analysis"
~institution:"European University Institute / Department of Economics"
~subject:"Volatility"
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A mixture multiplicative error model for realized volatility
Lanne, Markku
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contributor
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2006
Persistent link: https://www.econbiz.de/10003280702
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Unobserved components in economic time series
Maravall Herrero, Agustín
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1993
Persistent link: https://www.econbiz.de/10000889047
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Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
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1992
Persistent link: https://www.econbiz.de/10013419686
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