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person:"Lakonishok, Josef"
~isPartOf:"Journal of applied econometrics"
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
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Lakonishok, Josef
Timmermann, Allan
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Journal of applied econometrics
Discussion paper / Department of Economics, University of California San Diego
7
The journal of finance : the journal of the American Finance Association
7
Working paper / National Bureau of Economic Research, Inc.
6
Journal of financial economics
5
The review of financial studies
4
Discussion paper series / LSE Financial Markets Group
3
Journal of financial and quantitative analysis : JFQA
3
NBER working paper series
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Working paper
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Working papers / Brandeis University, Department of Economics and International Business School
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DAE working paper
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Discussion paper / Centre for Economic Forecasting
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Discussion paper / Centre for Economic Policy Research
2
Discussion papers / CEPR
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NBER Working Paper
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Discussion paper in financial economics : FE
1
Forecasting volatility in the financial markets
1
Intangible assets : values, measures, and risks
1
International journal of forecasting
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Manchester School
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The economic journal : the journal of the Royal Economic Society
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The journal of business : B
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The quarterly journal of economics
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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
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