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person:"Lakonishok, Josef"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Smith, Peter N."
~person:"Zhang, Lu"
~subject:"Risikoprämie"
~subject:"Time series analysis"
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Risikoprämie
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Lakonishok, Josef
Bollerslev, Tim
Smith, Peter N.
Zhang, Lu
Todorov, Viktor
4
Andersen, Torben
3
Bandi, Federico M.
3
Shephard, Neil G.
3
Asai, Manabu
2
Demetrescu, Matei
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Journal of econometrics
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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
2
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
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