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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Gagliardini, Patrick"
~subject:"Börsenkurs"
~subject:"Volatility"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Research paper series / Swiss Finance Institute
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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
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