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~isPartOf:"Applied financial economics letters"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McMillan, David G."
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Survey"
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Estimation
Börsenkurs
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Caporale, Guglielmo Maria
McMillan, David G.
Cook, Steven
3
Brooks, Robert
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Abu Hassan Shaari Mohd Nor
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Alexakis, Christos A.
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Applied financial economics letters
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ECONIS (ZBW)
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Market trader heterogeneity and high frequency volatility dynamics : further evidence from intra-day FTSE-100 futures data
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics letters
2
(
2006
)
2
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003302494
Saved in:
2
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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