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~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Engle, Robert F."
~person:"Ghysels, Eric"
~subject:"Capital income"
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Engle, Robert F.
Ghysels, Eric
Lee, Gary G. J.
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Granger, C. W. J.
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Timmermann, Allan
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Discussion paper / Department of Economics, University of California San Diego
Working paper / National Bureau of Economic Research, Inc.
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Cahier / Département de Sciences Économiques, Université de Montréal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
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2
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
3
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
4
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
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