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~isPartOf:"Journal of empirical finance"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Forecasting model"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"USA"
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Bollerslev, Tim
Nelson, Charles R.
4
Frijns, Bart
3
Schotman, Peter C.
3
Ammann, Manuel
2
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2
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
CFS working paper series
4
The journal of finance : the journal of the American Finance Association
4
CFS Working Paper
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CREATES research paper
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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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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric analysis of financial and economic time series ; part B
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Financial markets and asset pricing
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International economic review
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Review of futures markets
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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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:
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
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