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subject:"USA"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics"
~person:"Khalaf, Lynda"
~subject:"Risk premium"
~subject:"Volatility"
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Volatilität
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Estimation theory
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Khalaf, Lynda
Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Franses, Philip Hans
3
Ghysels, Eric
3
Lucas, André
3
Bera, Anil K.
2
Bester, C. Alan
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Bollerslev, Tim
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Hansen, Christian Bailey
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Higgins, Matthew Lawrence
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Jing, Bingyi
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Lesage, James P.
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Liu, Zhi
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Maddala, Gangadharrao S.
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Nolte, Ingmar
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Peñaranda, Francisco
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Pfeffermann, Danny
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Sancetta, Alessio
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Shephard, Neil G.
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Sucarrat, Genaro
2
Sørensen, Bent E.
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Yang, Xiye
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Zaffaroni, Paolo
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Alfelt, Gustav
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
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Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
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