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~isPartOf:"Journal of empirical finance"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Bosq, Denis"
~person:"Bouveret, Antoine"
~person:"Boyd, Roy"
~person:"Koehl, Pierre-François"
~source:"econis"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Bollerslev, Tim
Bosq, Denis
Bouveret, Antoine
Boyd, Roy
Koehl, Pierre-François
Gouriéroux, Christian
42
Robert, Christian P.
36
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16
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Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Journal of econometrics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of applied econometrics
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The journal of finance : the journal of the American Finance Association
4
The review of economics and statistics
4
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Handbook of economic forecasting ; Vol. 1
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1
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1
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Journal of risk and uncertainty : JRU
1
Journal of securities operations & custody
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1
Journal of world trade : law, economic policy, public policy
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NBER reporter online
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1
Review of derivatives research
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
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1
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
2
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:
3
Conditional dominance criteria : definition and application to risk-management
Deelstra, Griselda
;
Grasselli, Martino
;
Koehl, …
-
1999
Persistent link: https://www.econbiz.de/10001355592
Saved in:
4
Statistical estimation of the embedding dimension of a dynamic system
Bosq, Denis
;
Guégan, Dominique
;
Léorat, Guillaume
-
1998
Persistent link: https://www.econbiz.de/10000984191
Saved in:
5
Modelization and nonparametric estimation for a dynamical system with noise
Blanke, Delphine
;
Bosq, Denis
;
Guegan, Dominiique
-
1998
Persistent link: https://www.econbiz.de/10001355866
Saved in:
6
Sublinear price functionals under portfolio constraints
Koehl, Pierre-François
;
Pham, Huyên
-
1997
Persistent link: https://www.econbiz.de/10000980276
Saved in:
7
Pricing of non-redundant derivatives in a complete market
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980446
Saved in:
8
Optimal investment with taxes : an optimal control problem with endogenous delay
Jouini, Elyès
;
Koehl, Pierre-François
;
Touzi, Nizar
-
1997
Persistent link: https://www.econbiz.de/10000980449
Saved in:
9
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
10
Multiple risks and asymmetric information
Koehl, Pierre-François
;
Villeneuve, Bertrand
-
1996
Persistent link: https://www.econbiz.de/10000952932
Saved in:
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