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~person:"Aït-Sahalia, Yacine"
~person:"Lönnbark, Carl"
~subject:"Artificial intelligence"
~subject:"CAPM"
~subject:"Econometrics"
~subject:"Exchange rate"
~subject:"Volatility"
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Aït-Sahalia, Yacine
Lönnbark, Carl
Lee, Cheng F.
12
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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2
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
3
Handbook of financial econometrics
Aït-Sahalia, Yacine
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10001634267
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