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~person:"Andersen, Torben"
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Andersen, Torben
Ledoit, Olivier
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Wolf, Michael
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Schmid, Wolfgang
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Caporin, Massimiliano
12
Bauwens, Luc
11
Hafner, Christian M.
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Kapetanios, George
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Podolskij, Mark
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Hartung, Joachim
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Hodrick, Robert J.
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Opschoor, Anne
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Voev, Valeri
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Barndorff-Nielsen, Ole E.
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Bollerslev, Tim
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Bonato, Matteo
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Oomen, Roel C. A.
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Patton, Andrew J.
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Ranaldo, Angelo
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Storti, Giuseppe
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Zheng, Xinghua
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Fengler, Matthias R.
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ECONIS (ZBW)
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1
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
2
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
3
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
Persistent link: https://www.econbiz.de/10003350014
Saved in:
4
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
Saved in:
5
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2006
Persistent link: https://www.econbiz.de/10003350083
Saved in:
6
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
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