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~isPartOf:"Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Asai, Manabu"
~person:"Christoffersen, Peter F."
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~person:"Mumtaz, Haroon"
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Capital income
3
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Volatilität
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Andersen, Torben
Asai, Manabu
Christoffersen, Peter F.
Hautsch, Nikolaus
Ma, Feng
Mumtaz, Haroon
Diebold, Francis X.
4
Bollerslev, Tim
2
Alizadeh, Sassan
1
Brandt, Michael W.
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Financial Institutions Center
Energy economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of financial time series
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Journal of financial econometrics
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
2
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:
3
The distribution of exchange rate volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
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