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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Caballero, Ricardo J."
~person:"Engle, Robert F."
~subject:"Finanzmarkt"
~subject:"Hedging"
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Caballero, Ricardo J.
Engle, Robert F.
Koop, Gary
3
Baltagi, Badi H.
2
Boswijk, Herman Peter
2
Kim, Donggyu
2
Koopman, Siem Jan
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Mayer, Walter James
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Ryu, Hang-keun
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
20
NBER working paper series
10
NBER Working Paper
9
Discussion paper / Department of Economics, University of California San Diego
7
Massachusetts Institute of Technology Department of Economics working paper series : working paper
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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The review of financial studies
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Discussion paper / Centre for Economic Policy Research
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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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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / Massachusetts Institute of Technology, Department of Economics
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Brookings papers on economic activity : BPEA
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Discussion papers / CEPR
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Economía chilena
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External vulnerability and preventive policies
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Forecasting volatility in the financial markets
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IMF economic review
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IMF working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of development economics
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Journal of financial economics
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Journal of financial markets
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MIT Department of Economics Working Paper
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Review of derivatives research
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Rivista di politica economica
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The American economic review
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The journal of finance : the journal of the American Finance Association
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
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