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~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Caporale, Guglielmo Maria"
~person:"Diebold, Francis X."
~subject:"ARCH model"
~subject:"Emerging economies"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Caporale, Guglielmo Maria
Diebold, Francis X.
Aizenman, Joshua
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Andersen, Torben
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Bollerslev, Tim
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Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
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2
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
-
2004
Persistent link: https://www.econbiz.de/10002025610
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3
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
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