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~isPartOf:"CESifo working papers"
~isPartOf:"DNB working paper"
~isPartOf:"International journal of forecasting"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Andersen, Torben"
~person:"De Veirman, Emmanuel"
~person:"Medeiros, Marcelo C."
~subject:"Arbeitsmarkt"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Andersen, Torben
De Veirman, Emmanuel
Medeiros, Marcelo C.
Caporale, Guglielmo Maria
21
Gil-Alaña, Luis A.
6
Plastun, Alex
6
Spagnolo, Nicola
6
Kočenda, Evžen
5
Pesaran, M. Hashem
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Cheung, Yin-Wong
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Fujii, Eiji
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International journal of forecasting
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When did firms become more different? : time-varying firm-specific
volatility
in Japan
De Veirman, Emmanuel
;
Levin, Andrew T.
-
2012
Persistent link: https://www.econbiz.de/10009630211
Saved in:
2
Parametric and nonparametric
volatility
measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10001689115
Saved in:
3
Asymmetric effects and long memory in the
volatility
of Dow Jones stocks
Scharth, Marcel
;
Medeiros, Marcelo C.
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 304-327
Persistent link: https://www.econbiz.de/10003870060
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