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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Bailey, Natalia"
~subject:"Method of moments"
~subject:"Panel study"
~subject:"Share price"
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Bailey, Natalia
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
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2012
Persistent link: https://www.econbiz.de/10009579875
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