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Andersen, Torben G. - 2016

ARCH and stochastic volatility models. We consider two major dollar exchange rates, and we show that returns standardized …

Persistent link: https://www.econbiz.de/10013004300

Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - In: Multinational Finance Journal 4 (2000) 3-4, pp. 159-179

ARCH and stochastic volatility models. We consider two major dollar exchange rates, and we show that returns standardized …

Persistent link: https://www.econbiz.de/10010937107

Baillie, Richard; Bollerslev, Tim; Redfearn, Michael R. - 1991

Persistent link: https://www.econbiz.de/10000823527

Andersen, Torben; Bollerslev, Tim - 1997

Persistent link: https://www.econbiz.de/10000627888

Andersen, Torben; Bollerslev, Tim - 1996

Persistent link: https://www.econbiz.de/10000603372

Andersen, Torben; Bollerslev, Tim - 1996

Persistent link: https://www.econbiz.de/10000609240

Anderson, Torben G.; Bollerslev, Tim; Das, Ashish - 1998

Persistent link: https://www.econbiz.de/10000673940

Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005

Persistent link: https://www.econbiz.de/10002685057

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005

Persistent link: https://www.econbiz.de/10003350620

Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005

Persistent link: https://www.econbiz.de/10003350800