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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~subject:"Börsenkurs"
~subject:"High-frequency data"
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Zeitreihenanalyse
Börsenkurs
High-frequency data
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Volatility
5
Volatilität
5
Risikoprämie
4
Risk premium
4
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3
Prognoseverfahren
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Cross-sectional return variation
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Zimmermann, Klaus F.
Bollerslev, Tim
Chang, Tsangyao
Hong, Harrison G.
3
Bai, Jennie
2
Bali, Turan G.
2
Lin, Tse-Chun
2
Lo, Andrew W.
2
Paye, Bradley S.
2
Stein, Jeremy C.
2
Timmermann, Allan
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Todorov, Viktor
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2
Zhou, Guofu
2
Audrino, Francesco
1
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Bandi, Federico M.
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Bekkum, Sjoerd van
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Chen, Honghui
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1
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Journal of financial economics
Journal of econometrics
5
Applied economics letters
4
CREATES research paper
4
Applied economics
3
Applied economics quarterly
2
ERID working paper
2
Economic systems
2
Finance and economics discussion series
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Romanian journal of economic forecasting
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The empirical economics letters : a monthly international journal of economics
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic change and restructuring : empirical and policy research on the transitional and emerging economies
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IZA Discussion Paper
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International economic review
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Iranian economic review : journal of University of Tehran
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Journal of economic development
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Journal of financial econometrics
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RatSWD research notes
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
3
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1
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
3
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
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