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Tails, fears, and risk premia
Bollerslev, Tim; Todorov, Viktor - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
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Common stochastic trends in a system of exchange rates
Baillie, Richard - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
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Trading patterns and prices in the interbank foreign exchange market
Bollerslev, Tim - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1421-1443
Persistent link: https://www.econbiz.de/10001152108
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
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Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben; Bollerslev, Tim; Das, Ashish - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
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Tails, Fears, and Risk Premia
BOLLERSLEV, TIM; TODOROV, VIKTOR - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2212
Persistent link: https://www.econbiz.de/10009799635
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Short-term market risks implied by weekly options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: The journal of finance : the journal of the American … 72 (2017) 3, pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
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Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
Baillie, Richard T.; Bollerslev, Tim - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-746
Persistent link: https://www.econbiz.de/10006600357