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~isPartOf:"Finance and economics discussion series"
~isPartOf:"The American economic review"
~isPartOf:"The review of economics and statistics"
~person:"Andersen, Torben"
~subject:"Arbeitslosigkeit"
~subject:"Volatility"
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Andersen, Torben
Bollerslev, Tim
5
Zhou, Hao
5
Figura, Andrew
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Jaimovich, Nir
4
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Finance and economics discussion series
The American economic review
The review of economics and statistics
The journal of finance : the journal of the American Finance Association
5
Working paper / National Bureau of Economic Research, Inc.
5
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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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
95
(
2005
)
2
,
pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
Saved in:
2
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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