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Elements of volatility at high frequency
Vuorenmaa, Tommi A.
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2008
Persistent link: https://www.econbiz.de/10003752381
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Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric
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Granger, C. W. J.
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2001
Persistent link: https://www.econbiz.de/10001621177
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Essays on inference in time series models with near unit roots : applications to interest rates
Lanne, Markku
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1997
Persistent link: https://www.econbiz.de/10000974874
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