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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nor"
~person:"Schotman, Peter C."
~subject:"Kapitaleinkommen"
~subject:"USA"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Schotman, Peter C.
Bollerslev, Tim
13
Todorov, Viktor
9
Andersen, Torben
8
Slottje, Daniel Jonathan
8
Timmermann, Allan
6
Xiu, Dacheng
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4
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4
Meddahi, Nour
4
Mykland, Per A.
4
Park, Joon Y.
4
Renault, Eric
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Rodrigues, Paulo M. M.
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Bandi, Federico M.
3
Bekaert, Geert
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Cheng, Tingting
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Journal of econometrics
Journal of empirical finance
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ECONIS (ZBW)
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1
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Saved in:
2
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
3
When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
Saved in:
4
Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.
;
Schweitzer, Mark E.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
Saved in:
5
Neglected common factors in exchange rate volatility
Mahieu, Ronald J.
- In:
Journal of empirical finance
1
(
1993
)
3
,
pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
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