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~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Instituto Valenciano de Investigaciones Económicas"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
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Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
Chambre de commerce et d'industrie de Paris
Instituto Valenciano de Investigaciones Económicas
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Discussion paper / Center for Economic Research, Tilburg University
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Les cahiers de recherche / HEC Paris
9
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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
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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:
4
The economic value of predicting stock index returns and volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
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