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isPartOf:"The review of economics and statistics"
subject:"United States"
~isPartOf:"The American economic review"
~person:"Bollerslev, Tim"
~type_genre:"Article in journal"
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Bollerslev, Tim
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The review of economics and statistics
The American economic review
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ECONIS (ZBW)
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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2
Modelling the coherence in short-run nominal exchange rates : a multivariate generalized ARCH model
Bollerslev, Tim
- In:
The review of economics and statistics
72
(
1990
)
3
,
pp. 498-505
Persistent link: https://www.econbiz.de/10001093160
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