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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Bollerslev, Tim"
~person:"Hendry, David F."
~person:"Härdle, Wolfgang"
~person:"Stambaugh, Robert F."
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Capital income
Zeitreihenanalyse
Theorie
5
Theory
5
Volatility
4
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4
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3
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3
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Bollerslev, Tim
Hendry, David F.
Härdle, Wolfgang
Stambaugh, Robert F.
Diebold, Francis X.
9
Foster, Dean P.
4
Young, H. Peyton
4
Andersen, Torben
2
Christoffersen, Peter F.
2
Anderson, Torben G.
1
Banegas, Ayelen
1
Bertocchi, Marida
1
Brandt, Michael W.
1
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1
Christensen, Jens H. E.
1
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1
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1
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1
Li, Canlin
1
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Mitchell, Olivia S.
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Rudebusch, Glenn D.
1
Stamos, Michael Zisis
1
Stine, Robert A.
1
Strasser, Georg H.
1
Tay, Anthony S. A.
1
Timmermann, Allan
1
Tse, Yiu Kuen
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13
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
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A Century of economics : 100 years of the Royal Economic Society and the Economic Journal
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ECONIS (ZBW)
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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