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~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~language:"nld"
~language:"zho"
~person:"Barigozzi, Matteo"
~person:"Bollerslev, Tim"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"Großbritannien"
~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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Barigozzi, Matteo
Bollerslev, Tim
Sluis, Pieter J. van der
5
Hansen, Peter Reinhard
3
Abbring, Jaap H.
2
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2
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of financial econometrics
Journal of econometrics
23
Working paper / National Bureau of Economic Research, Inc.
11
CREATES research paper
8
ERID working paper
7
Finance and economics discussion series
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Working papers / Financial Institutions Center
6
Journal of financial economics
5
LEM working paper series
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The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International economic review
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Cahier / Départment de Sciences Économiques, Université de Montréal
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international economics
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NBER reporter online
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
2
Identification of global and local shocks in international financial markets via general dynamic factor models
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 462-494
Persistent link: https://www.econbiz.de/10012054816
Saved in:
3
Long-term equity anticipation securities and stock market volatility dynamics
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1996
Persistent link: https://www.econbiz.de/10000929736
Saved in:
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