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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Audrino, Francesco"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of international financial markets, institutions & money
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Flexible HAR model for realized volatility
Audrino, Francesco
;
Huang, Chen
;
Okhrin, Ostap
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012054897
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