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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~subject:"Earnings announcement"
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Ghysels, Eric
Todorov, Viktor
7
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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
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Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
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