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~type_genre:"Aufsatz in Zeitschrift"
~language:"eng"
~person:"Bollerslev, Tim"
~isPartOf:"International economic review"
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Forecasting model
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Volatility
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Volatilität
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1987-1992
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Aufsatz in Zeitschrift
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Bollerslev, Tim
Andersen, Torben
2
Antoniades, Alexis
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Brumm, Johannes
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Bullard, James Brian
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Castro, Rui
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Lee, Junsang
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Manovskii, Iourii
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Sun, Bo
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International economic review
Journal of econometrics
19
Journal of financial economics
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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
3
The journal of finance : the journal of the American Finance Association
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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The review of economics and statistics
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The review of economic studies
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The review of financial studies
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Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
2
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
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