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Zeitreihenanalyse
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Taylor, Stephen
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Hong, Seok Young
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Nolte, Ingmar
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Pong, Shiuyan
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Zhao, Xiaolu
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ECONIS (ZBW)
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1
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
3
Modelling financial time series
Taylor, Stephen
-
2007
-
2. edition
Persistent link: https://www.econbiz.de/10003553502
Saved in:
4
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
5
How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen
Persistent link: https://www.econbiz.de/10001273586
Saved in:
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