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subject:"Share price"
~person:"Figlewski, Stephen"
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Figlewski, Stephen
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Forecasting volatility using historical data
Figlewski, Stephen
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1994
Persistent link: https://www.econbiz.de/10000952027
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Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
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1993
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pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
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