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subject:"Share price"
subject:"Stock index"
~isPartOf:"CREATES research paper"
~person:"Lütkepohl, Helmut"
~person:"Todorov, Viktor"
~subject:"Eurozone"
~subject:"Theory"
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Share price
Stock index
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Estimation
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Risikoprämie
3
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3
1990-2008
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Lütkepohl, Helmut
Todorov, Viktor
Andreasen, Martin Møller
5
Bollerslev, Tim
5
Nielsen, Morten Ørregaard
5
Grassi, Stefano
3
Haldrup, Niels
3
Delle Monache, Davide
2
Hillebrand, Eric
2
Kruse, Robinson
2
Santucci de Magistris, Paolo
2
Teräsvirta, Timo
2
Veliyev, Bezirgen
2
Violante, Francesco
2
Basse, Tobias
1
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1
Bolko, Anine E.
1
Borup, Daniel
1
Callot, Laurent
1
Casas, Isabel
1
Christensen, Bent Jesper
1
Christensen, Kim
1
Dang, Mads
1
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1
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1
Ergemen, Yunus Emre
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Eriksen, Jonas Nygaard
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Fernández-Villaverde, Jesús
1
Grønborg, Niels S.
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Jørgensen, Kasper
1
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1
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1
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1
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CREATES research paper
Journal of econometrics
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economic Research Initiatives at Duke (ERID) Working Paper
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ECONIS (ZBW)
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Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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