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~person:"An, Yunbi"
~person:"Sardy, Sylvain"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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An, Yunbi
Sardy, Sylvain
Clark, Todd E.
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l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
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2
Asymmetric information and volatility forecasting in commodity futures markets
Liu, Qingfu
;
Wong, Ieokhou
;
An, Yunbi
;
Zhang, Jinqing
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 79-97
Persistent link: https://www.econbiz.de/10010498758
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