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subject:"Volatility"
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Inference of jumps using wavelet variance
Chen, Heng
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Shintani, Mototsugu
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2021
Persistent link: https://www.econbiz.de/10012813628
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Volatility transfers between cycles : a theory of why the "Great Moderation" was more mirage than moderation
Crowley, Patrick M.
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Hughes Hallett, Andrew
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2014
Persistent link: https://www.econbiz.de/10010416871
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