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~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc"
~person:"Diebold, Francis X."
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Diebold, Francis X.
Andersen, Torben G.
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The review of economics and statistics
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
2
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10007861554
Saved in:
3
PRACTICAL VOLATILITY AND CORRELATION MODELING FOR FINANCIAL MARKET RISK MANAGEMENT
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006956030
Saved in:
4
ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING AND FORECASTING OF RETURN VOLATILITY
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10006956900
Saved in:
5
REAL-TIME PRICE DISCOVERY IN STOCK, BOND AND FOREIGN EXCHANGE MARKETS
Andersen, Torben G.
;
Bollersiev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10006959512
Saved in:
6
VOLATILITY FORECASTING
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006960219
Saved in:
7
A FRAMEWORK FOR EXPLORING THE MACROECONOMIC DETERMINANTS OF SYSTEMATIC RISK
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10006960533
Saved in:
8
MICRO EFFECTS OF MACRO ANNOUNCEMENTS: REAL-TIME PRICE DISCOVERY IN FOREIGN EXCHANGE
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
Persistent link: https://www.econbiz.de/10006974033
Saved in:
9
THE DISTRIBUTION OF STOCK RETURN VOLATILITY
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10006982303
Saved in:
10
EXCHANGE RATE RETURNS STANDARDIZED BY REALIZED VOLATILITY ARE (NEARLY) GAUSSIAN
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10006985434
Saved in:
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