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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of economics & business"
~isPartOf:"The review of economics and statistics"
~person:"Andersen, Torben"
~person:"Berge, Travis J."
~subject:"Volatility"
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Andersen, Torben
Berge, Travis J.
Zhou, Hao
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Finance and economics discussion series
Journal of economics & business
The review of economics and statistics
The journal of finance : the journal of the American Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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2
Time-varying uncertainty of the Federal Reserve's output gap estimate
Berge, Travis J.
- In:
The review of economics and statistics
105
(
2023
)
5
,
pp. 1191-1206
Persistent link: https://www.econbiz.de/10014384118
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