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type_genre:"Government document"
~isPartOf:"Cambridge working papers in economics"
~subject:"Nonparametric statistics"
~type_genre:"Graue Literatur"
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A semiparametric intraday GARCH model
Malec, Peter
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2016
Persistent link: https://www.econbiz.de/10011538851
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A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
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Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011630744
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