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~isPartOf:"CREATES research paper"
~person:"Furman, Edward"
~person:"Hansen, Peter Reinhard"
~person:"Rombouts, Jeroen V. K."
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Furman, Edward
Hansen, Peter Reinhard
Rombouts, Jeroen V. K.
Teräsvirta, Timo
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Silvennoinen, Annastiina
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CREATES research paper
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A Markov chain estimator of multivariate volatility from high frequency data
Hansen, Peter Reinhard
;
Horel, Guillaume
;
Lunde, Asger
; …
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2015
Persistent link: https://www.econbiz.de/10010514600
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The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
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2012
Persistent link: https://www.econbiz.de/10009485768
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Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
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