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Discussion paper / Center for Economic Research, Tilburg University
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1
Post earnings announcement drift : more risk than investors can bear
Suijs, Jeroen
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692032
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2
Do macroeconomic announcements cause asymmetric
volatility
Goeij, Peter de
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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3
Stochastic
volatility
models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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4
The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
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5
Asymptotics of least trimmed squares regression
Čížek, Pavel
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contributor
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240283
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Estimation of the mean of a univariate normal distribution when the variance is not known
Danilov, Dmitry L.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692513
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7
Kriging for interpolation in random simulation
Beers, Wim C. M. van
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contributor
); …
-
2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617287
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8
Garch and irregularly spaced data
Meddahi, Nour
(
contributor
);
Renault, Eric
(
contributor
); …
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001774184
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9
Modeling comovements in trading intensities to distinguish sector and stock specific news
Spierdijk, Laura
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001692418
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10
Old folks and spoiled brats : why the baby boomers' saving crisis need not be that bad
Bütler, Monika
(
contributor
);
Harms, Philipp
(
contributor
)
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001586638
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