Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J ...fdiebold/papers/paper59/... · Andersen,...

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Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J. (2006), "Realized Beta: Persistence and Predictability," in T. Fomby and D. Terrell (eds.) Advances in Econometrics: Econometric Analysis of Economic and Financial Time Series in Honor of R.F. Engle, and C.W.J. Granger, Volume B, 1-40.

Transcript of Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J ...fdiebold/papers/paper59/... · Andersen,...

Page 1: Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J ...fdiebold/papers/paper59/... · Andersen, Bollerslev, and Meddahi (2004), we know that the continuous- record asymptotic

Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J. (2006),"Realized Beta: Persistence and Predictability,"

in T. Fomby and D. Terrell (eds.)Advances in Econometrics: Econometric Analysis of Economic and Financial Time Series in Honor of R.F. Engle, and C.W.J. Granger, Volume B, 1-40.

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Page 4: Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J ...fdiebold/papers/paper59/... · Andersen, Bollerslev, and Meddahi (2004), we know that the continuous- record asymptotic
Page 5: Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J ...fdiebold/papers/paper59/... · Andersen, Bollerslev, and Meddahi (2004), we know that the continuous- record asymptotic
Page 6: Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J ...fdiebold/papers/paper59/... · Andersen, Bollerslev, and Meddahi (2004), we know that the continuous- record asymptotic
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PRELIMINARY Please do not quote without permission...Mar 05, 2016  · Bollerslev and Todorov (2011) and Bollerslev, Todorov and Xu (2015) argue that a significant component of priced

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ku · Udredning 2017/14 (Andersen & Andersen, 2017a), Kammeradvokatens Notat om håndhævelse af kvotekoncentrationslofter og IFRO Udredning 2017/18 (Andersen & Andersen, 2017b).

ku · Udredning 2017/14 (Andersen & Andersen, 2017a), Kammeradvokatens Notat om håndhævelse af kvotekoncentrationslofter og IFRO Udredning 2017/18 (Andersen & Andersen, 2017b).