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~isPartOf:"CREATES research paper"
~person:"Rossi, Eduardo"
~subject:"Optionsgeschäft"
~subject:"Theorie"
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Optionsgeschäft
Theorie
Theory
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Estimation theory
3
Schätztheorie
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Time series analysis
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Volatility
3
Volatilität
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Zeitreihenanalyse
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Handelsvolumen der Börse
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Index futures
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Index-Futures
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Multivariate Verteilung
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Rossi, Eduardo
Santucci de Magistris, Paolo
10
Grassi, Stefano
3
Caporin, Massimiliano
2
Delle Monache, Davide
2
Barletta, Andrea
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Christensen, Bent Jesper
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Rossi, Edward
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Violante, Francesco
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CREATES research paper
CREATES Research Paper
2
Journal of econometrics
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quaderni del Dipartimento di Economia Politica
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ECONIS (ZBW)
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Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010401692
Saved in:
2
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
3
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
4
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
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