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person:"Zhang, Lu"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~subject:"1996-2010"
~subject:"Electronic trading"
~subject:"Risikoprämie"
~subject:"Theorie"
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1996-2010
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
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ECONIS (ZBW)
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
2
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
3
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:
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