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person:"Di Giovanni, Julian"
subject:"Volatilität"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
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Volatilität
Estimation
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Volatility
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Di Giovanni, Julian
Bollerslev, Tim
Andersen, Torben
4
Engle, Robert F.
4
Kelly, Bryan T.
4
Aghion, Philippe
3
Lettau, Martin
3
Moffitt, Robert A.
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Aït-Sahalia, Yacine
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Giglio, Stefano
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Itō, Takatoshi
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Moussawi, Rabih
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Nieuwerburgh, Stijn van
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
8
Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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Firms, destinations, and aggregate fluctuations
Di Giovanni, Julian
;
Levchenko, Andrei A.
;
Méjean, Isabelle
-
2014
Persistent link: https://www.econbiz.de/10010359442
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2
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
3
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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