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institution:"The Wharton Financial Institutions Center"
~language:"eng"
~subject:"Estimation"
~subject:"Financial intermediation"
~subject:"Investment Fund"
~subject:"Kapitaleinkommen"
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Estimation
Financial intermediation
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Kapitaleinkommen
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4
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1985-2000
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Diebold, Francis X.
4
Andersen, Torben
1
Anderson, Torben G.
1
Bertocchi, Marida
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1
Brandt, Michael W.
1
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The Wharton Financial Institutions Center
National Bureau of Economic Research
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26
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
23
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OECD
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Erasmus Research Institute of Management
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International Center for Financial Asset Management and Engineering
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Svenska Handelshögskolan <Helsinki>
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4
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Nationalekonomiska Institutionen <Lund>
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University of Exeter / Department of Economics
4
Zentrum für Europäische Wirtschaftsforschung
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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2
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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
On the perils of security pricing by financial intermediaries : the case of open-end mutual funds
Chalmers, John M. R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001512298
Saved in:
6
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Saved in:
7
Risk factor analysis and portfolio immunization in the corporate bond market
Bertocchi, Marida
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001528392
Saved in:
8
The interdependence between mutual fund
managers
and investors in setting fees
Christoffersen, Susan E. K.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536990
Saved in:
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