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Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
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Zhou, Hao
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2006
Persistent link: https://www.econbiz.de/10009569792
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Expected stock returns and variance risk premia
Bollerslev, Tim
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Tauchen, George Eugene
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Zhou, Hao
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2008
Persistent link: https://www.econbiz.de/10010218854
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