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Bollerslev, Tim
6
Labys, Paul
6
Diebold, Francis X.
5
Andersen, Torben G.
3
Anderson, Torben G.
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Working paper / National Bureau of Economic Research, Inc
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of the American Statistical Association : JASA
1
Risk : managing risk in the world's financial markets
1
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OLC EcoSci
ECONIS (ZBW)
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1
Modeling and Forecasting Realized Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-626
Persistent link: https://www.econbiz.de/10006763307
Saved in:
2
MODELING AND FORECASTING REALIZED VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2001
Persistent link: https://www.econbiz.de/10006979968
Saved in:
3
Applications and Case Studies - The Distribution of Realized Exchange Rate Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
453
,
pp. 42-55
Persistent link: https://www.econbiz.de/10006621332
Saved in:
4
VOLATILITY ESTIMATION: GREAT REALISATIONS - In a world of continuous trading, accurate estimation of realised volatility is vital. In the first of two empirically flavoured papers,...
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis
; …
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
3
,
pp. 105-109
Persistent link: https://www.econbiz.de/10007051059
Saved in:
5
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:
6
THE DISTRIBUTION OF EXCHANGE RATE VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
1999
Persistent link: https://www.econbiz.de/10006989632
Saved in:
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