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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"De Veirman, Emmanuel"
~person:"Medeiros, Marcelo C."
~person:"Stüber, Heiko"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Measurement
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Volatilität
Volatility
5
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4
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4
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3
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3
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Andersen, Torben
Caporin, Massimiliano
De Veirman, Emmanuel
Medeiros, Marcelo C.
Stüber, Heiko
Diebold, Francis X.
11
Christoffersen, Peter F.
6
Bollerslev, Tim
5
Jacobs, Kris
3
Ornthanalai, Chayawat
2
Yılmaz, Kamil
2
Anderson, Torben G.
1
Gatev, Evan G.
1
Herring, Richard J.
1
Heston, Steven L.
1
Mariano, Roberto S.
1
Schuermann, Til
1
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1
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1
Tay, Anthony S. A.
1
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1
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1
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Working papers / Financial Institutions Center
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15
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12
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8
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002636085
Saved in:
2
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
3
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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