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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Karolyi, G. Andrew"
~subject:"Impact assessment"
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Forecasting model
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Karolyi, G. Andrew
Santa-Clara, Pedro
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Journal of financial and quantitative analysis : JFQA
Fisher College of Business working paper series
2
Journal of empirical finance
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The journal of finance : the journal of the American Finance Association
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Working papers / Charles A. Dice Center for Research in Financial Economics, Fisher College of Business, the Ohio State University
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A new partial-segmentation approach to modeling international stock returns
Karolyi, G. Andrew
;
Wu, Ying
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 507-546
Persistent link: https://www.econbiz.de/10011929486
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
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