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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Koijen, Ralph S. J."
~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.
Koijen, Ralph S. J.
Medeiros, Marcelo C.
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
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Davis, Steven J.
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Ghysels, Eric
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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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Perri, Fabrizio
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Ravn, Morten O.
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Akcigit, Ufuk
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Carlin, Bruce Ian
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Daniel, Kent
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Della Corte, Pasquale
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In search of the origins of financial fluctuations : the inelastic markets hypothesis
Gabaix, Xavier
;
Koijen, Ralph S. J.
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2021
Persistent link: https://www.econbiz.de/10012547758
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2
Infrastructure investment and labor monopsony power
Gabaix, Xavier
;
Koijen, Ralph S. J.
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2021
Persistent link: https://www.econbiz.de/10012547792
Saved in:
3
An equilibrium model of institutional demand and asset prices
Koijen, Ralph S. J.
;
Yogo, Motohiro
-
2015
Persistent link: https://www.econbiz.de/10011420916
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4
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:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
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