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~isPartOf:"Journal of risk"
~language:"eng"
~language:"nld"
~person:"Caporin, Massimiliano"
~person:"Gao, Shenghao"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Initial public offering"
~subject:"Institutioneller Investor"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Caporin, Massimiliano
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Wu, Xinyu
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Journal of risk
International review of economics & finance : IREF
10
Journal of empirical finance
4
Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
3
Econometric reviews
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Energy economics
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Network connectivity, systematic and systemic risk
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The European journal of finance
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Macroeconomic forecasting in the era of big data : theory and practice
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Pacific-Basin finance journal
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Evaluating value-at-risk measures in the presence of long memory conditional volatility
Caporin, Massimiliano
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 79-110
Persistent link: https://www.econbiz.de/10003698909
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