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~institution:"Campus Verlag"
~institution:"The Wharton Financial Institutions Center"
~subject:"Volatility"
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Volatility
Capital income
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1985-2000
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Diebold, Francis X.
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Campus Verlag
The Wharton Financial Institutions Center
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University of Canterbury / Dept. of Economics and Finance
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Conference on Exchange Rates Effects on Corporations <1992, New York, NY>
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Conference on Realized Volatility <2006, Montréal>
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
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2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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2
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:
3
Modeling and forecasting realized volatility
Anderson, Torben G.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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