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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Martin, Gael M."
~person:"Medeiros, Marcelo C."
~subject:"2011-2014"
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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2011-2014
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Andersen, Torben
Martin, Gael M.
Medeiros, Marcelo C.
Aizenman, Joshua
8
Diebold, Francis X.
8
Bollerslev, Tim
6
Aït-Sahalia, Yacine
5
Engel, Charles
5
Rose, Andrew
5
Campbell, John Y.
4
Hall, Robert Ernest
4
Agénor, Pierre-Richard
3
Bates, David S.
3
Bekaert, Geert
3
Caballero, Ricardo J.
3
Chaudhuri, Shubham
3
Christoffersen, Peter F.
3
Cochrane, John H.
3
Farmer, Roger E. A.
3
Gertler, Mark
3
Giglio, Stefano
3
Lazear, Edward P.
3
McLaren, John D.
3
Acemoglu, Daron
2
Altonji, Joseph G.
2
Anderson, Torben G.
2
Ang, Andrew
2
Bansal, Ravi
2
Bertola, Giuseppe
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Brandt, Michael W.
2
Calvet, Laurent E.
2
Chari, Varadarajan V.
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Das, Sanjiv R.
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Devereux, Michael B.
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Fernández-Villaverde, Jesús
2
Flood, Robert P.
2
Froot, Kenneth
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Fusari, Nicola
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Working paper / National Bureau of Economic Research, Inc.
Working paper / Department of Econometrics and Business Statistics, Monash University
10
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4
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3
Financial Institutions Center
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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ECONIS (ZBW)
9
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1
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
2
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
3
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
5
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
6
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
7
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
8
Answering the critics : yes, arch models do provide good
volatility
forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
9
Heterogeneous information arrivals and return
volatility
dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
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