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scientific article
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scientific article

    Statements

    author
    Torben G. Andersen
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    Tim Bollerslev
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    Francis X. Diebold
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    Paul Labys
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    publication date
    9 March 2006
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    zbMATH Keywords
    forecasting
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    gigh-frequency data
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    integrated volatility
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    long-memory
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    quadratic variation
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    risk management
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    Identifiers

    zbMATH DE Number
    5010691
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