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~institution:"Rodney L. White Center for Financial Research"
~person:"Aizenman, Joshua"
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~person:"McMillan, David G."
~person:"Mumtaz, Haroon"
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Aizenman, Joshua
Andersen, Torben
Asai, Manabu
Hautsch, Nikolaus
Ma, Feng
McMillan, David G.
Mumtaz, Haroon
Diebold, Francis X.
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Brandt, Michael W.
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Alizadeh, Sassan
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Bollerslev, Tim
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Kadlec, Gregory B.
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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The Wharton Financial Institutions Center
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Centre for Financial Research <Köln>
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Economic Development Institute / Macroeconomic Management and Policy Division
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Internationaler Währungsfonds / Research Department
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University of Canterbury / Dept. of Economics and Finance
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Université de Montréal / Département de sciences économiques
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Zentrum für Finanzen und Ökonometrie <Konstanz>
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ECONIS (ZBW)
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Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
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