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institution:"Centre for Analytical Finance <Århus>"
subject:"Wechselkurs"
~institution:"Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie"
~subject:"Volatilität"
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Wechselkurs
Volatilität
Estimation
12
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2
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Brunetti, Celso
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Myhre Lildholdt, Peter
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Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel / Institut für Agrarökonomie
National Bureau of Economic Research
120
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Institut für Weltwirtschaft
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Agrarökonomische Studien
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ECONIS (ZBW)
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Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
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2
Return-based and range-based (co)viariance estimation : with an application to foreign exchange markets
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724261
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Landwirtschaft und Makroökonomie : Abbildung ausgewählter Zusammenhänge mit vektorautoregressiven Modellen
Kuhl, Michaela
-
1998
Persistent link: https://www.econbiz.de/10000673271
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