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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Ghysels, Eric"
~subject:"Bayesian inference"
~subject:"Share price"
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Ghysels, Eric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper / Centre for Economic Policy Research
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Econometric analysis of financial and economic time series ; part a
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The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
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