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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Journal of econometrics"
~person:"Franses, Philip Hans"
~subject:"Share price"
~subject:"Volatilität"
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Portfolio-Management
United States
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Volatilität
Theorie
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Time series analysis
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Franses, Philip Hans
Aït-Sahalia, Yacine
8
Bollerslev, Tim
6
Diebold, Francis X.
5
Tauchen, George Eugene
5
Andersen, Torben
4
Hallin, Marc
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Koop, Gary
4
McAleer, Michael
4
Renault, Eric
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Todorov, Viktor
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Cavaliere, Giuseppe
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Gallant, A. Ronald
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Nielsen, Morten Ørregaard
3
Patton, Andrew J.
3
Steel, Mark F. J.
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Yu, Jun
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Gaudecker, Hans-Martin von
2
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2
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2
Gouriéroux, Christian
2
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Journal of econometrics
Discussion paper / Tinbergen Institute
4
Journal of applied econometrics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Discussion paper / Tinbergen Institute / Tinbergen Institute
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Econometric Institute research papers
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Macroeconomic dynamics
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Applied mathematical finance
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ERIM report series research in management
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of economic psychology : research in economic psychology and behavioral economics
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Journal of forecasting
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Journal of macroeconomics
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Report / Econometric Institute, Erasmus University Rotterdam
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The review of economics and statistics
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Modeling the diffusion of scientific publications
Fok, Dennis
;
Franses, Philip Hans
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003485373
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2
A nonlinear long memory model, with an application to US unemployment
Dijk, Dick van
;
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 135-165
Persistent link: https://www.econbiz.de/10001703505
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