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Andersen, Torben
Diebold, Francis X.
957
Rudebusch, Glenn D.
431
Bollerslev, Tim
166
Andersen, Torben G.
119
Christoffersen, Peter F.
88
Yılmaz, Kamil
63
Diebold, Francis
62
Christensen, Jens H. E.
52
Aruoba, S. Borağan
46
Schorfheide, Frank
45
Rudebusch, Glenn
44
Shin, Minchul
38
Bauer, Michael D.
37
Vega, Clara
36
Li, Canlin
34
Brandt, Michael W.
33
Campbell, Sean D.
33
Schuermann, Til
33
Aruoba, S. Boragan
32
Labys, Paul
32
Williams, John C.
29
Swanson, Eric T.
28
Tay, Anthony S.
28
Lopez, Jose A.
26
Yilmaz, Kamil
26
Goulet Coulombe, Philippe
24
Kilian, Lutz
23
Nalewaik, Jeremy
22
Wu, Tao
22
Berkowitz, Jeremy
21
Christoffersen, Peter
21
Svensson, Lars E. O.
21
Song, Dongho
20
Scotti, Chiara
18
López, José A.
16
Mariano, Roberto S.
16
Alizadeh, Sassan
15
Liu, Laura
15
Wu, Jin
15
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Handbook of economic forecasting ; Vol. 1
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Risk : managing risk in the world's financial markets
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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ECONIS (ZBW)
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1
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:
2
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:
3
Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
Persistent link: https://www.econbiz.de/10001671281
Saved in:
4
Micro effects of macro announcements : real-time price discovery in foreign exchange?
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685955
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
6
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
7
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:
8
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002815851
Saved in:
9
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10002634153
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
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