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~isPartOf:"Financial Institutions Center"
~person:"Diebold, Francis X."
~person:"Herwartz, Helmut"
~subject:"Globalization"
~subject:"Wechselkurs"
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Diebold, Francis X.
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ECONIS (ZBW)
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Range-based estimation of stochastic
volatility
models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
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/10001477784
Saved in:
3
Financial risk management in a volatile global environment
Diebold, Francis X.
;
Santomero, Anthony M.
-
1999
Persistent link: https://www.econbiz.de/10001427787
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