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person:"Grammig, Joachim"
~person:"Amilon, Henrik"
~subject:"ARCH model"
~subject:"Market microstructure"
~type_genre:"Book section"
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Grammig, Joachim
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Essays on financial models
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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Excess volatility and herding in an artificial financial market : analytical approach and estimation
Alfarano, Simone
;
Lux, Thomas
;
Wagner, Friedrich
- In:
Funktionsfähigkeit und Stabilität von Finanzmärkten …
,
(pp. 241-259)
.
2005
Persistent link: https://www.econbiz.de/10003249990
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2
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
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3
GARCH estimation and discrete stock prices
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 61-74)
.
2000
Persistent link: https://www.econbiz.de/10001551219
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