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~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"Chevallier, Julien"
~person:"Ma, Feng"
~subject:"Capital income"
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Andersen, Torben
Caporin, Massimiliano
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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
Saved in:
22
The distribution of realized stock return volatility
Andersen, Torben
(
contributor
)
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
Saved in:
23
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
(
contributor
)
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 159-179
Persistent link: https://www.econbiz.de/10001636380
Saved in:
24
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
25
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
26
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
27
The distribution of exchange rate volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
28
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
29
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
30
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
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