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isPartOf:"Journal of econometrics"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~person:"Swanson, Norman R."
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Volatility
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Swanson, Norman R.
Todorov, Viktor
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8
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5
Asai, Manabu
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4
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Grynkiv, Iaryna
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Journal of econometrics
Journal of banking & finance
Working papers / Rutgers University, Department of Economics
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ECONIS (ZBW)
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Testing for jumps and jump intensity path dependence
Corradi, Valentina
;
Silvapulle, Mervyn J.
;
Swanson, …
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 248-267
Persistent link: https://www.econbiz.de/10011974732
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2
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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