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person:"Bacchetta, Philippe"
subject:"Volatilität"
~isPartOf:"CREATES research paper"
~person:"Bollerslev, Tim"
~subject:"Forecasting model"
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Volatilität
Forecasting model
Estimation
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Bacchetta, Philippe
Bollerslev, Tim
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Andreasen, Martin Møller
2
Callot, Laurent
2
Christensen, Bent Jesper
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Engsted, Tom
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CREATES research paper
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Journal of financial economics
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ECONIS (ZBW)
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
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