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isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~person:"Renault, Eric"
~subject:"ARCH-Modell"
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Search: subject_exact:"Volatility"
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Andersen, Torben
Ghysels, Eric
Mykland, Per A.
Renault, Eric
Bollerslev, Tim
4
Francq, Christian
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Journal of econometrics
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1
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
2
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and iid noise : theory and testable distributional implications
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 125-180
Persistent link: https://www.econbiz.de/10003451756
Saved in:
3
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
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