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subject:"United States"
subject:"Time series analysis"
~person:"Engle, Robert F."
~isPartOf:"Journal of econometrics"
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Time series analysis
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Engle, Robert F.
Todorov, Viktor
7
Bollerslev, Tim
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Kim, Donggyu
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Koop, Gary
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Li, Jia
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Tauchen, George Eugene
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Baltagi, Badi H.
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Fan, Jianqing
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Aït-Sahalia, Yacine
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Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
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The journal of finance : the journal of the American Finance Association
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Forecasting volatility in the financial markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic literature
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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Review of derivatives research
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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