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~isPartOf:"CREATES research paper"
~person:"Bollerslev, Tim"
~subject:"Estimation"
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Bollerslev, Tim
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CREATES research paper
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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Finance and economics discussion series
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The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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The American economic review
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The review of financial studies
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
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