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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of applied econometrics"
~person:"Härdle, Wolfgang"
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Estimation
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Härdle, Wolfgang
Marcellino, Massimiliano
5
Pesaran, M. Hashem
3
Chesher, Andrew
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Fleissig, Adrian R.
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Kapetanios, George
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Li, Mingliang
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Journal of applied econometrics
SFB 649 discussion paper
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Discussion papers of interdisciplinary research project 373
4
Applied quantitative finance
3
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of derivatives research
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Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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