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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CFS working paper series"
~isPartOf:"CREATES research paper"
~isPartOf:"ERID working paper"
~language:"eng"
~person:"Andreasen, Martin Møller"
~person:"Bollerslev, Tim"
~subject:"ARCH-Modell"
~subject:"Faktorenanalyse"
~subject:"Share price"
~subject:"Statistical distribution"
~type_genre:"Amtsdruckschrift"
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ARCH-Modell
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Andreasen, Martin Møller
Bollerslev, Tim
Hautsch, Nikolaus
12
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7
Paolella, Marc S.
6
Haas, Markus
5
Todorov, Viktor
5
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4
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2
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2
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2
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Nielsen, Morten Ørregaard
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Podolskij, Mark
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ECONIS (ZBW)
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1
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
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:
3
The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
-
2013
Persistent link: https://www.econbiz.de/10009733564
Saved in:
4
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
5
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10010218854
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
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