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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / Financial Institutions Center"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"ARCH-Modell"
~subject:"Faktorenanalyse"
~subject:"Nonparametric statistics"
~subject:"Share price"
~type_genre:"Amtsdruckschrift"
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ARCH-Modell
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Nonparametric statistics
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Estimation
7
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7
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4
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4
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4
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3
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Bollerslev, Tim
Todorov, Viktor
4
Kristensen, Dennis
3
Mikkelsen, Jakob Guldbæk
3
Silvennoinen, Annastiina
3
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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
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
4
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
5
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
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