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~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~subject:"Volatilität"
~type_genre:"Book section"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Allen, David E.
Andersen, Torben
Christoffersen, Peter F.
Medeiros, Marcelo C.
Brousseau, Vincent
2
Cassola, Nuno
2
Scacciavillani, Fabio
2
Andersen, Allan Bødskov
1
Anderton, Bob
1
Anderton, Robert
1
Bødskov Andersen, Allan
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Cappiello, Lorenzo
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Ellison, Martin
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Engle, Robert F.
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Fratzscher, Marcel
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Gaspar, Vítor
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Glatzer, Ernst
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Gonçalves, Sílvia
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Kilian, Lutz
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Luís, Jorge Barros
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Manganelli, Simone
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Mazzotta, Stefano
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Morana, Claudio
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Pérez-Quirós, Gabriel
1
Rother, Philipp C.
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Scheicher, Martin
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Sheppard, Kevin
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Sicilia, Jorge
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Skudelny, Frauke
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Straub, Roland
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Working paper series / European Central Bank ; Eurosystem
Working paper / National Bureau of Economic Research, Inc.
17
CREATES research paper
13
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Discussion paper / Tinbergen Institute
10
Working papers / Financial Institutions Center
10
School of Accounting, Finance and Economics & FEMARC working paper series
8
Econometric Institute research papers
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Working paper
7
CFS working paper series
6
Texto para discussão
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Tinbergen Institute Discussion Paper
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Financial Institutions Center
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Working papers / Federal Reserve Bank of Chicago
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Foreign exchange markets
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
2
Staff working paper / Bank of Canada
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Working papers / Rodney L. White Center for Financial Research
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American Economic Review papers and proceedings
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CEFIR and NES working papers
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Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
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Economics discussion papers
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Emerging markets and sovereign risk
1
Emerging markets and the global economy
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of economic forecasting ; Volume 2A
1
International finance discussion papers
1
NES working paper series : working paper
1
Stock market liquidity : implications for market microstructure and asset pricing
1
Stock market volatility
1
Technical working paper / National Bureau of Economic Research
1
Tools and techniques
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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The informational content of over-the-counter currency options
Christoffersen, Peter F.
;
Mazzotta, Stefano
-
2004
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