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~person:"Dette, Holger"
~person:"White, Halbert"
~subject:"Financial market"
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Dette, Holger
White, Halbert
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger
(
contributor
);
Podolskij, Mark
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
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Testing conditional independence via empirical likelihood
Su, Liangjun
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118431
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