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subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~person:"Grammig, Joachim"
~subject:"Börse"
~subject:"USA"
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Share price
Börse
USA
Estimation
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Ghysels, Eric
Grammig, Joachim
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Andersen, Torben
3
Bollerslev, Tim
3
Koop, Gary
3
Wang, Yazhen
3
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Mroz, Thomas A.
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Park, Joon Y.
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2
Slottje, Daniel Jonathan
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
8
Working paper / Centre for Financial Research
5
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
3
CFS working paper series
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Working paper / National Bureau of Economic Research, Inc.
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ZEW discussion papers
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Annales d'économie et de statistique
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Handbook of economic forecasting ; Volume 2A
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Journal of international money and finance
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Journal of the European Economic Association
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Review of financial economics : RFE
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economics and statistics
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University of Tübingen working papers in economics and finance
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Working paper / Department of Economics, University of Cyprus
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ECONIS (ZBW)
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1
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
2
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
3
Nonparametric specification tests for conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10002756914
Saved in:
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