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~accessRights:"free"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Financial Institutions Center"
~person:"Agénor, Pierre-Richard"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Guerrón-Quintana, Pablo A."
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Economic growth"
~subject:"Measurement"
~subject:"Messung"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Economic growth
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Volatility
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Agénor, Pierre-Richard
Aizenman, Joshua
Andersen, Torben
Carriero, Andrea
Guerrón-Quintana, Pablo A.
Liao, Yin
Medeiros, Marcelo C.
Bollerslev, Tim
3
Diebold, Francis X.
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Alizadeh, Sassan
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Brandt, Michael W.
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Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
2
The distribution of stock return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
3
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
4
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
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