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~person:"Bollerslev, Tim"
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Bollerslev, Tim
Diebold, Francis X.
957
Yılmaz, Kamil
154
Rudebusch, Glenn D.
124
Andersen, Torben G.
119
Gardeazabal, Javier
93
Christoffersen, Peter F.
88
Yilmaz, Kamil
79
Diebold, Francis
62
Aruoba, S. Borağan
46
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44
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43
Shin, Minchul
36
Vega, Clara
36
Li, Canlin
34
Brandt, Michael W.
33
Campbell, Sean D.
33
Schuermann, Til
33
Aruoba, S. Boragan
32
Labys, Paul
32
Taymaz, Erol
32
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28
Kilian, Lutz
23
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Christoffersen, Peter
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Song, Dongho
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Alizadeh, Sassan
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15
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14
Ohanian, Lee E.
14
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14
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14
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1
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ECONIS (ZBW)
87
RePEc
56
OLC EcoSci
17
EconStor
6
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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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