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Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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Parametric and nonparametric volatility measurement
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
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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
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Modeling and forecasting realized volatility
Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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Are exchange rates excessively volatile? : And what does "excessively volatile" mean, anyway?
Bartolini, Leonardo - 1995
Persistent link: https://www.econbiz.de/10000921357
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Consumption smoothing and exchange rate volatility
Turtelboom, Bart G. - 1995
Persistent link: https://www.econbiz.de/10000931300
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Exchange rate fluctuations and trade flows : evidence from the European Union
Dell'Ariccia, Giovanni - 1998
Persistent link: https://www.econbiz.de/10000997267
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Exchange rate volatility, pricing to market and trade smoothing
Clark, Peter B. - 1997
Persistent link: https://www.econbiz.de/10000975919
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Contagion and volatility with imperfect credit markets
Agénor, Pierre-Richard; Aizenman, Joshua - 1997
Persistent link: https://www.econbiz.de/10000975920
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Does the introduction of futures on emerging market currencies destabilize the underlying currencies?
Jochum, Christian - 1998
Persistent link: https://www.econbiz.de/10000984600