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Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
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Year: 2004 Publisher: Cambridge, Mass. National Bureau of Economic Research

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There is a Risk-Return Tradeoff After All
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Year: 2004 Publisher: Cambridge, Mass. National Bureau of Economic Research

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Preferenties, nutsfunkties en optima
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Year: 1979

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A time series model with periodic stochastic regime switching
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Year: 1993 Publisher: Minneapolis

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Factor analysis with large panels of volatility proxies.
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Year: 2014 Publisher: London Centre for economic policy research

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Seasonality and econometric models
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Year: 1992 Publisher: Amsterdam North Holland Publishing Company

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Applied economic forecasting using time series methods
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ISBN: 9780190622015 0190622016 Year: 2018 Publisher: New York, NY Oxford University Press


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Predicting the vix and the volatility risk premium: what's credit and commodity volatility risk got to do with it?
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Year: 2014 Publisher: London Centre for economic policy research

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Applied economic forecasting using time series method
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ISBN: 0190622032 0190622024 Year: 2018 Publisher: New York, New York : Oxford University Press,

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