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isPartOf:"Journal of applied econometrics"
subject:"Volatility"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Andersen, Torben"
~person:"Clark, Todd E."
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Andersen, Torben
Clark, Todd E.
Ali, Shoaib
2
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Journal of applied econometrics
Journal of risk and financial management : JRFM
Journal of econometrics
4
Working paper / National Bureau of Economic Research, Inc.
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Federal Reserve Bank of Cleveland working paper series
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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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Cahier / Départment de Sciences Économiques, Université de Montréal
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International economic review
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Quantitative economics : QE ; journal of the Econometric Society
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Symposium on forecasting and empirical methods in macroeconomics and finance
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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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Macroeconomic forecasting performance under alternative specifications of time-varying volatility
Clark, Todd E.
;
Ravazzolo, Francesco
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 551-575
Persistent link: https://www.econbiz.de/10011332869
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2
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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