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~person:"Andersen, Torben"
~person:"De Veirman, Emmanuel"
~person:"Döpke, Jörg"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Measurement"
~subject:"Profit"
~subject:"Stochastischer Prozess"
~type_genre:"Working Paper"
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Andersen, Torben
De Veirman, Emmanuel
Döpke, Jörg
Medeiros, Marcelo C.
Stüber, Heiko
McAleer, Michael
37
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25
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1
When did firms become more different? : time-varying firm-specific
volatility
in Japan
De Veirman, Emmanuel
;
Levin, Andrew T.
-
2012
Persistent link: https://www.econbiz.de/10009665990
Saved in:
2
When did firms become more different? : time-varying firm-specific
volatility
in Japan
De Veirman, Emmanuel
;
Levin, Andrew T.
-
2012
Persistent link: https://www.econbiz.de/10009630211
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
5
Cyclical changes in firm
volatility
De Veirman, Emmanuel
;
Levin, Andrew T.
-
2011
Persistent link: https://www.econbiz.de/10009405737
Saved in:
6
Cyclical changes in firm
volatility
De Veirman, Emmanuel
;
Levin, Andrew T.
-
2011
Persistent link: https://www.econbiz.de/10009412941
Saved in:
7
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
8
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
9
Measuring changes in firm-level
volatility
: an application to Japan
De Veirman, Emmanuel
;
Levin, Andrew T.
-
2009
Persistent link: https://www.econbiz.de/10003954507
Saved in:
10
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
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