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1
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
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2
Noncentral student distributed LS and IV estimators
Wegge, Leon L.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001532915
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3
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
4
Quantifiying the half-life of deviations from PPP : the role of economic priors
Kilian, Lutz
;
Zha, Tao
-
1999
Persistent link: https://www.econbiz.de/10001444610
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5
Gauss programs for the estimation of state-space models with ARCH errors : a user's guide
Kichian, Maral
-
2000
Persistent link: https://www.econbiz.de/10001445212
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6
Testing for convergence clubs in income per-capita : a predictive density approach
Canova, Fabio
-
1999
Persistent link: https://www.econbiz.de/10001425199
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7
Insights from physics into development processes : are fat tails interesting for development research?
Schultze, Uta
-
2000
Persistent link: https://www.econbiz.de/10001461650
Saved in:
8
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
9
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
10
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
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