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~isPartOf:"Working papers / Financial Institutions Center"
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
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Volatilität
Zeitreihenanalyse
Volatility
5
Theorie
4
Theory
4
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3
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3
USA
3
United States
3
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2
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1990-2002
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1
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Article in journal
Bibliografie
Graue Literatur
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5
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5
Working Paper
5
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English
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Andersen, Torben
Franses, Philip Hans
Diebold, Francis X.
11
Christoffersen, Peter F.
6
Bollerslev, Tim
5
Jacobs, Kris
3
Ornthanalai, Chayawat
2
Schuermann, Til
2
Anderson, Torben G.
1
Chen, Fei
1
Gatev, Evan G.
1
Herring, Richard J.
1
Heston, Steven L.
1
Mariano, Roberto S.
1
Pesaran, M. Hashem
1
Schorfheide, Frank
1
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1
Strasser, Georg H.
1
Tay, Anthony S. A.
1
Tse, Yiu Kuen
1
Weiner, Scott M.
1
Wu, Jin
1
Yılmaz, Kamil
1
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The Wharton Financial Institutions Center
2
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Working papers / Financial Institutions Center
Report / Econometric Institute, Erasmus University Rotterdam
26
Econometric Institute research papers
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Journal of econometrics
17
Discussion paper / Tinbergen Institute
14
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14
International journal of forecasting
10
Economics letters
9
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8
CREATES research paper
7
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6
The journal of finance : the journal of the American Finance Association
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of applied econometrics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
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4
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ECONIS (ZBW)
5
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1
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:
2
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
Saved in:
3
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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