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Search: person:"Andersen, Torben G."
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Capital income
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Andersen, Torben
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Bollerslev, Tim
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Financial Institutions Center
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
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Journal of econometrics
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The journal of finance : the journal of the American Finance Association
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Econometric analysis of financial and economic time series ; part B
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ECONIS (ZBW)
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1
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
2
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
3
The distribution of exchange rate volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
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