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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Audrino, Francesco"
~person:"Tauchen, George Eugene"
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Volatility
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Aktienmarkt
1
Factor analysis
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Audrino, Francesco
Tauchen, George Eugene
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
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Koopman, Siem Jan
3
Ruiz, Esther
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
15
ERID working paper
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Working Paper
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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
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Econometrics : open access journal
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Finance and economics discussion series
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Journal of banking & finance
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CREATES research paper
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Computational economics
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Discussion paper / University of St. Gallen, Department of Economics
1
Econometric reviews
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Econometric theory
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Economic Research Initiatives at Duke (ERID) Working Paper
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International journal of forecasting
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International review of financial analysis
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Journal of applied econometrics
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Journal of financial economics
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Nonparametric dynamic modelling
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Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance and economics
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Review of finance : journal of the European Finance Association
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SFB 649 discussion paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of computational finance
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The quarterly journal of finance
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The review of economic studies
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The review of economics and statistics
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University of St. Gallen Department of Economics and Political Science Discussion Paper
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Working paper / National Bureau of Economic Research, Inc.
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Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim
;
Litvinova, Julia
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
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2
The relative contribution of jumps to total price variance
Huang, Xin
;
Tauchen, George Eugene
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 456-499
Persistent link: https://www.econbiz.de/10003154293
Saved in:
3
The stability of factor models of interest rates
Audrino, Francesco
;
Barone-Adesi, Giovanni
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
3
,
pp. 422-441
Persistent link: https://www.econbiz.de/10002989126
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