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~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"Working paper series / Federal Reserve Bank of Atlanta"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Diebold, Francis X."
~person:"Rudebusch, Glenn D."
~person:"Taylor, Alan M."
~subject:"Indexanleihe"
~subject:"USA"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Diebold, Francis X.
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2005
Persistent link: https://www.econbiz.de/10002636085
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