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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Economics letters"
~isPartOf:"International finance discussion papers"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Statistics"
~type_genre:"Textbook"
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Aktienmarkt
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Volatilität
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4
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USA
3
1986-1996
2
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Bollerslev, Tim
Warnock, Francis E.
21
Rogers, John H.
20
Kamin, Steven
13
Ammer, John
12
Guerrieri, Luca
12
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12
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11
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11
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10
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9
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9
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9
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9
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9
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8
Gupta, Rangan
8
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8
Cai, Fang
7
Christiano, Lawrence J.
7
Erceg, Christopher J.
7
Faust, Jon
7
Iacoviello, Matteo
7
Pruitt, Stephen W.
7
Scotti, Chiara
7
Österholm, Pär
7
Audretsch, David B.
6
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6
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6
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5
Ahmed, Shaghil
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Baghestani, Hamid
5
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5
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5
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Cahier / Départment de Sciences Économiques, Université de Montréal
Economics letters
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19
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11
CREATES research paper
8
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ECONIS (ZBW)
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1
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
4
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
5
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
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