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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
~person:"Maheu, John M."
~person:"Liesenfeld, Roman"
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Volatility
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Maheu, John M.
Liesenfeld, Roman
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Journal of applied econometrics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Tübinger Diskussionsbeitrag
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Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
2
Stochastic volatility models : conditional normality versus heavy-tailed distributions
Liesenfeld, Roman
;
Jung, Robert
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10001474643
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