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~person:"Andersen, Torben"
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Estimation
31
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31
Volatility
22
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22
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16
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13
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13
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Andersen, Torben
Caporale, Guglielmo Maria
372
Wagner, Joachim
272
Gil-Alaña, Luis A.
266
Gupta, Rangan
255
Belke, Ansgar
242
Schneider, Friedrich
195
Pesaran, M. Hashem
182
Heckman, James J.
177
McAleer, Michael
163
Bahmani-Oskooee, Mohsen
162
Schnabel, Claus
147
Buch, Claudia M.
144
Woessmann, Ludger
139
Addison, John T.
137
Narayan, Paresh Kumar
135
Riphahn, Regina T.
128
Cheung, Yin-Wong
121
Fitzenberger, Bernd
120
Bauer, Thomas K.
118
Herwartz, Helmut
118
Pierdzioch, Christian
116
Görg, Holger
115
Nunnenkamp, Peter
115
Egger, Peter
114
Blundell, Richard W.
113
Lechner, Michael
113
Van Reenen, John
110
Berg, Gerard J. van den
108
Dreger, Christian
108
Dreher, Axel
104
Fritsch, Michael
104
Chinn, Menzie David
103
Rycx, François
102
Winter-Ebmer, Rudolf
101
Chang, Tsangyao
100
Ours, Jan C. van
100
Marcellino, Massimiliano
98
Puhani, Patrick A.
97
Zimmermann, Klaus F.
97
Czarnitzki, Dirk
96
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6
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5
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2
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2
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1
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1
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
The American economic review
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
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ECONIS (ZBW)
31
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11
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
12
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
13
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
14
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
15
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
16
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
17
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
18
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
19
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
20
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
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