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person:"Lakonishok, Josef"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"The Manchester School"
~isPartOf:"Working papers / Brandeis University, Department of Economics and International Business School"
~person:"Bouri, Elie"
~person:"Timmermann, Allan"
~subject:"Volatility"
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Recursive modeling of nonlinar dynamics in UK stock returns
Guidolin, Massimo
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Timmermann, Allan
- In:
The Manchester School
71
(
2003
)
4
,
pp. 381-395
Persistent link: https://www.econbiz.de/10001771328
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High-frequency cash flow dynamics
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
-
2018
Persistent link: https://www.econbiz.de/10011813356
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3
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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