Econometric modelling in finance and risk management: An overview
Year of publication: |
2006-12
|
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Authors: | Gao, Jiti ; McAleer, Michael ; Allen, Dave |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Continuous-time model | correlation test | dynamic additive model | estimation of realized volatility | factor model | long-range dependence |
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