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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Angrist, Joshua D."
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Nichtparametrisches Verfahren
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Andersen, Torben
Angrist, Joshua D.
Schorfheide, Frank
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9
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ECONIS (ZBW)
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1
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
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2
Semiparametric estimates for monetary policy effects : string theory revisited
Angrist, Joshua D.
;
Jordà, Òscar
;
Kuersteiner, Guido M.
-
2013
Persistent link: https://www.econbiz.de/10010126659
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3
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003909988
Saved in:
4
Semiparametric causality tests using the policy propensity score
Angrist, Joshua D.
;
Kuersteiner, Guido M.
-
2004
Persistent link: https://www.econbiz.de/10002510511
Saved in:
5
Wanna get away? : RD identification away from the cutoff
Angrist, Joshua D.
;
Rokkanen, Miikka
-
2012
Persistent link: https://www.econbiz.de/10009703340
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6
Quantile regression under misspecification, with an application to the U.S. wage structure
Angrist, Joshua D.
;
Chernozhukov, Victor
; …
-
2004
Persistent link: https://www.econbiz.de/10002025732
Saved in:
7
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
8
Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
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