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person:"Grammig, Joachim"
~person:"Amilon, Henrik"
~subject:"ARCH model"
~type_genre:"Book section"
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Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
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Grammig, Joachim
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2001
Persistent link: https://www.econbiz.de/10001615045
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GARCH estimation and discrete stock prices
Amilon, Henrik
- In:
Essays on financial models
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(pp. 61-74)
.
2000
Persistent link: https://www.econbiz.de/10001551219
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