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~isPartOf:"CREATES research paper"
~person:"Gil-Alaña, Luis A."
~person:"Todorov, Viktor"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
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Search: subject_exact:"Volatility"
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Estimation
Nonparametric statistics
Stochastic process
Volatility
7
Volatilität
7
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4
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4
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Gil-Alaña, Luis A.
Todorov, Viktor
Podolskij, Mark
4
Barndorff-Nielsen, Ole E.
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Veliyev, Bezirgen
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Veraart, Almut E. D.
3
Andersen, Torben
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Bollerslev, Tim
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Christensen, Bent Jesper
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Grassi, Stefano
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Hounyo, Ulrich
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Lunde, Asger
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Abate, Girum Dagnachew
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Andreasen, Martin Møller
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Bolko, Anine E.
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CREATES research paper
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Stock returns : cyclicity, prediction and economic consequences
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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