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~person:"Andersen, Torben"
~subject:"Public expenditure"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Conference proceedings"
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Andersen, Torben
Gupta, Rangan
45
Bahmani-Oskooee, Mohsen
36
Afonso, António
21
Apergēs, Nikolaos
18
Bali, Turan G.
16
Payne, James E.
16
Turnovsky, Stephen J.
16
Hammoudeh, Shawkat
15
Hegerty, Scott W.
15
Bollerslev, Tim
14
Tanzi, Vito
14
Chatrath, Arjun
13
Gemmell, Norman
13
Haan, Jakob de
13
Abbott, Andrew J.
12
Anwar, Sajid
12
Bouri, Elie
12
Jones, Philip R.
12
Kandil, Magda
12
Fleming, Jeff
11
Furceri, Davide
11
Kang, Sang Hoon
11
Müller, Gernot J.
11
Perotti, Roberto
11
Salisu, Afees A.
11
Wohar, Mark E.
11
Bordo, Michael D.
10
Corsetti, Giancarlo
10
Jalles, João Tovar
10
Kollias, Chrēstos
10
Ma, Feng
10
Magazzino, Cosimo
10
Malik, Farooq
10
Marlow, Michael L.
10
Mollick, André Varella
10
Pierdzioch, Christian
10
Ramey, Valerie A.
10
Schuknecht, Ludger
10
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10
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The journal of finance : the journal of the American Finance Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
1
Journal of empirical finance
1
The American economic review
1
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1
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ECONIS (ZBW)
12
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1
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
Saved in:
2
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
3
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
Saved in:
4
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
5
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
6
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:
7
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
8
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
9
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
10
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
Saved in:
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