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isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
type_genre:"Graue Literatur"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
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Bollerslev, Tim
Diebold, Francis X.
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Nieuwerburgh, Stijn van
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Nota di lavoro / Fondazione Eni Enrico Mattei
Discussion papers in economics
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ECONIS (ZBW)
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
2
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:
3
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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