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person:"Zhang, Lu"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Stambaugh, Robert F."
~subject:"CAPM"
~subject:"Risikoprämie"
~subject:"Theorie"
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CAPM
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Zhang, Lu
Engle, Robert F.
Stambaugh, Robert F.
Timmermann, Allan
6
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4
Granger, C. W. J.
3
Lee, Gary G. J.
3
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Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
16
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14
NBER Working Paper
13
Working paper series / University of Zurich, Department of Economics
5
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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2
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
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1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
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3
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
4
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
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