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~isPartOf:"Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~type:"book"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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ARCH-Modell
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Capital income
3
Kapitaleinkommen
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Volatility
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Volatilität
3
Exchange rate
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
Diebold, Francis X.
3
Bollerslev, Tim
2
Alizadeh, Sassan
1
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Financial Institutions Center
Department of Economics working paper series
43
Working paper / National Bureau of Economic Research, Inc.
9
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
8
Working papers / Financial Institutions Center
4
CFS working paper series
3
CREATES research paper
3
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3
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3
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2
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2
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
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1
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1
Global Research Unit working paper
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers in economics and econometrics
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ECONIS (ZBW)
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1
The distribution of stock return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
2
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
3
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
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