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A benchmark model for fixed-ta...
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A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
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2002
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Financial asset returns, direction-of-change forecasting, and volatility dynamics
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Forecasting the term structure of government bond yields
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Li, Canlin
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2003
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Weather forecasting for weather derivatives
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Realized beta : persistence and predictability
Andersen, Torben
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Real-time price discovery in Stock, bond and foreign exchange markets
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2004
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Realized beta : persistence and predictability
Andersen, Torben
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2006
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The econometrics of macroeconomics, finance and the interface : [This issue is based on two international conferences held in 2003]
Diebold, Francis X.
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2006
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The macroeconomy and the yield curve: a dynamic latent factor approach
Diebold, Francis X.
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Rudebusch, Glenn D.
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
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Bollerslev, Tim
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Diebold, Francis X.
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The American economic review
95
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2005
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