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~isPartOf:"Working papers / Financial Institutions Center"
~isPartOf:"Working papers / The Levy Economics Institute"
~person:"Bollerslev, Tim"
~subject:"Industrie"
~subject:"United States"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
~type_genre:"Working Paper"
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Bollerslev, Tim
Wolff, Edward N.
18
Schuermann, Til
17
Wray, L. Randall
12
Strahan, Philip E.
11
Zacharias, Ajit
11
Allen, Franklin
9
Diebold, Francis X.
9
Herring, Richard J.
9
Berger, Allen N.
8
Mester, Loretta J.
8
Babbel, David F.
7
Perlmann, Joel
7
Cummins, John David
6
Fernando, Chitru S.
6
Kregel, Jan A.
6
Masterson, Thomas
6
Papadimitriou, Dimitri Basil
6
Tymoigne, Éric
6
Antonopoulos, Rania
5
Gorton, Gary
5
Levin-Waldman, Oren M.
5
Mason, Joseph R.
5
Phillips, Richard D.
5
Qian, Jun
5
Rios-Avila, Fernando
5
Song, Wei-ling
5
Handel, Michael J.
4
Kongar, Ebru
4
Leuz, Christian
4
Margo, Robert A.
4
Akram, Tanweer
3
Andersen, Torben
3
Arestis, Philip
3
Berik, Günseli
3
Bouwman, Christa H. S.
3
Cadette, Walter M.
3
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3
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3
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Working papers / Financial Institutions Center
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Finance and economics discussion series
5
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5
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3
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3
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2
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
2
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
3
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
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