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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Fernández-Villaverde, Jesús"
~person:"Spreng, Lars"
~subject:"ARCH-Modell"
~subject:"Faktorenanalyse"
~subject:"Share price"
~type_genre:"Amtsdruckschrift"
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Bollerslev, Tim
Fernández-Villaverde, Jesús
Spreng, Lars
Mikkelsen, Jakob Guldbæk
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Todorov, Viktor
3
Ergemen, Yunus Emre
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CREATES research paper
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ECONIS (ZBW)
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Exchange rates and macroeconomic fundamentals : evidence of instabilities from time-varying factor loadings
Hillebrand, Eric
;
Mikkelsen, Jakob Guldbæk
;
Spreng, Lars
; …
-
2020
Persistent link: https://www.econbiz.de/10012433967
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
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:
4
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:
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:
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