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~isPartOf:"CREATES research paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Andersen, Torben"
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Andersen, Torben
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CREATES research paper
The journal of finance : the journal of the American Finance Association
Journal of econometrics
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Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
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Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
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