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~isPartOf:"Discussion paper series"
~person:"Bekaert, Geert"
~person:"Clements, Adam"
~person:"Erdemlioglu, Deniz"
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Bekaert, Geert
Clements, Adam
Erdemlioglu, Deniz
Sensier, Marianne
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The intra-day impact of communication on euro-dollar volatility and jumps
Dewachter, Hans
;
Erdemlioglu, Deniz
;
Gnabo, Jean-Yves
; …
-
2013
Persistent link: https://www.econbiz.de/10009734041
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2
A cholesky-MIDAS model for predicting stock portfolio volatility
Becker, Ralf
;
Clements, Adam
;
O'Neill, Robert
-
2010
Persistent link: https://www.econbiz.de/10008648672
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