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~accessRights:"free"
~institution:"Center for Economic Research <Tilburg>"
~language:"eng"
~subject:"Volatility"
~type:"book"
~type_genre:"Non-commercial literature"
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Volatility
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Renault, Eric
2
Werker, Bas J. M.
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Baele, Lieven
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Meddahi, Nour
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Center for Economic Research <Tilburg>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Federal Reserve Bank of St. Louis
13
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11
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Nuffield College
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
Saved in:
2
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
Saved in:
3
Volatility spillover effects in European equity markets
Baele, Lieven
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001870724
Saved in:
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