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~accessRights:"restricted"
~person:"Andersen, Torben"
~source:"econis"
~subject:"Bayes-Statistik"
~subject:"Econometrics"
~subject:"Factor analysis"
~subject:"Nonparametric statistics"
~subject:"Time series analysis"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Multi-volume publication"
~type_genre:"Non-commercial literature"
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Nichtparametrisches Verfahren
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Andersen, Torben
Marcellino, Massimiliano
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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
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2
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003909988
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