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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University"
~person:"Andersen, Torben"
~person:"Maheswaran, S."
~person:"Mammen, Enno"
~subject:"Nonparametric statistics"
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Volatility
Nonparametric statistics
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Bollerslev, Tim
Andersen, Torben
Maheswaran, S.
Mammen, Enno
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
Journal of econometrics
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Discussion papers of interdisciplinary research project 373
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Econometric analysis of quantile regression models and networks : with empirical applications
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Finance India : the quarterly journal of Indian Institute of Finance
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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International review of economics & finance : IREF
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International review of financial analysis
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Macroeconomics and finance in emerging market economies
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Special section on small-sample properties of generalized method of moments (GMM)
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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Working paper / National Bureau of Economic Research, Inc.
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Working paper series in economics
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Volatility
Andersen, Torben
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1992
Persistent link: https://www.econbiz.de/10000914157
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