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  4. A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series
 
book part or chapter

A New Method for Volatility Estimation with Applications in Foreign Exchange Rate Series

Bossaerts, P.  
•
Härdle, Wolfgang
•
Hafner, Christian
1996
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren
  • Details
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Type
book part or chapter
Author(s)
Bossaerts, P.  
Härdle, Wolfgang
Hafner, Christian
Date Issued

1996

Publisher

Physica Verlag

Published in
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren
Start page

71

End page

84

Subjects

Applied Econometrics

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
SFI-PB  
Available on Infoscience
March 12, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/20003
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