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Bollerslev, Tim
McAleer, Michael
380
Gupta, Rangan
252
Caporale, Guglielmo Maria
250
Bahmani-Oskooee, Mohsen
201
Aizenman, Joshua
184
Cheung, Yin-Wong
166
MacDonald, Ronald
154
Edwards, Sebastian
151
Pierdzioch, Christian
149
Chang, Chia-Lin
147
Belke, Ansgar
140
Diebold, Francis X.
138
Frankel, Jeffrey A.
132
De Grauwe, Paul
128
Taylor, Mark P.
125
Bouri, Elie
118
Chinn, Menzie David
115
Spagnolo, Nicola
115
Sánchez Torres, Fabio
111
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110
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110
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109
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104
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103
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103
Eslava, Marcela
100
Kočenda, Evžen
100
Corsetti, Giancarlo
99
Engel, Charles
99
Sarno, Lucio
99
Égert, Balázs
99
Funke, Michael
93
Goldberg, Linda S.
93
Ma, Feng
92
Schnabl, Gunther
92
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91
Tiwari, Aviral Kumar
89
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88
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1
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ECONIS (ZBW)
157
RePEc
2
EconStor
1
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1
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:
2
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:
3
Bridging the gap between the distribution of realized (ECU)
volatility
and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
Saved in:
4
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
5
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:
6
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:
7
Semiparametric estimation of long-memory
volatility
dependencies : the role of high-frequency data
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
Journal of econometrics
98
(
2000
)
1
,
pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Saved in:
8
Modeling and forecasting realized
volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
9
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
10
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
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