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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~person:"Bollerslev, Tim"
~subject:"CAPM"
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Journal of empirical finance
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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Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
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