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~person:"Gallo, Giampiero"
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A Time-varying Mixing Multiplicative Error Model for Realized Volatility Abstract: In this paper we model the dynamics of realized volatility as a Multiplicative Error Model with a...
Luca, Giovanni De
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Gallo, Giampiero
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Dipartimento di Statistica, Informatica, Applicazioni …
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2010
Persistent link: https://www.econbiz.de/10008509948
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