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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Guerrón-Quintana, Pablo A."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Guerrón-Quintana, Pablo A.
Medeiros, Marcelo C.
Fernández-Villaverde, Jesús
7
Lettau, Martin
6
Ludvigson, Sydney C.
6
Rubio-Ramírez, Juan Francisco
6
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Bianchi, Francesco
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Davis, Steven J.
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Ghysels, Eric
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Glaeser, Edward L.
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Lustig, Hanno
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Marcellino, Massimiliano
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Moen, Espen R.
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Nieuwerburgh, Stijn van
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Ravn, Morten O.
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Carlin, Bruce Ian
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Daniel, Kent
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Della Corte, Pasquale
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1
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
2
Estimating dynamic equilibrium models with stochastic
volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009632872
Saved in:
3
Estimating dynamic equilibrium models with stochastic
volatility
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2012
Persistent link: https://www.econbiz.de/10009655189
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
5
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009310124
Saved in:
6
Fiscal
volatility
shocks and economic activity
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2011
Persistent link: https://www.econbiz.de/10009298496
Saved in:
7
Fortune or virtue : time-variant volatilities versus parameter drifting in US data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003976644
Saved in:
8
Fortune or virtue : time-variant volatilities versus parameter drifting in U. S. data
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
-
2010
Persistent link: https://www.econbiz.de/10003966448
Saved in:
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