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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Belzil, Christian"
~person:"Bollerslev, Tim"
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USA
Estimation
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Volatilität
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High-frequency data
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United States
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"Structural" factor GARCH
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Aktienindex
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Analysis of variance
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Belzil, Christian
Bollerslev, Tim
Koop, Gary
3
Baltagi, Badi H.
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Ryu, Hang-keun
2
Slottje, Daniel Jonathan
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Steel, Mark F. J.
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Altissimo, Filippo
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Andersen, Torben
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Chan, Felix
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Corradi, Valentina
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Journal of econometrics
Discussion paper series / IZA
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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IZA Discussion Papers
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Finance and economics discussion series
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The journal of finance : the journal of the American Finance Association
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Accounting for worker well-being
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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The American economic review
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The review of financial studies
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Transitions through the labor market : work, occupation, earnings and retirement
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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A structural analysis of the correlated random coefficient wage regression model
Belzil, Christian
;
Hansen, Jörgen
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 827-848
Persistent link: https://www.econbiz.de/10003569980
Saved in:
2
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
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