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~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Caporale, Guglielmo Maria"
~person:"Diebold, Francis X."
~type_genre:"Graue Literatur"
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Search: subject_exact:"Volatility"
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Caporale, Guglielmo Maria
Diebold, Francis X.
Andersen, Torben
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Bollerslev, Tim
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American Economic Review papers and proceedings
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ECONIS (ZBW)
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Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
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2002
Persistent link: https://www.econbiz.de/10001689115
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2005
Persistent link: https://www.econbiz.de/10002636085
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3
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
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1995
Persistent link: https://www.econbiz.de/10000920972
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