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Bollerslev, Tim
65
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45
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ANALYTICAL EVALUATION OF VOLATILITY FORECASTS
andersen, torben g.
;
bollerslev, tim
;
meddahi, nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10006020291
Saved in:
2
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10006749160
Saved in:
3
Realized volatility forecasting and market microstructure noise
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008770542
Saved in:
4
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
Andersen, Torben G.
;
Bollerslev, Tim
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1006
Persistent link: https://www.econbiz.de/10007370080
Saved in:
5
Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
Andersen, Torben G.
;
Bollerslev, Tim
- In:
International economic review
39
(
1998
)
4
,
pp. 863-906
Persistent link: https://www.econbiz.de/10007348083
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6
Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
Andersen, Torben G.
;
Bollerslev, Tim
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-266
Persistent link: https://www.econbiz.de/10007360511
Saved in:
7
PARAMETRIC AND NONPARAMETRIC VOLATILITY MEASUREMENT
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10005941070
Saved in:
8
SHORTER PAPERS - Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
Andersen, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-328
Persistent link: https://www.econbiz.de/10006565898
Saved in:
9
Applications and Case Studies - The Distribution of Realized Exchange Rate Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
453
,
pp. 42-55
Persistent link: https://www.econbiz.de/10006621332
Saved in:
10
The distribution of realized stock return volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10006512570
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