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~isPartOf:"Working paper / National Bureau of Economic Research, Inc"
~person:"Diebold, Francis X."
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Diebold, Francis X.
Andersen, Torben G.
15
Bollerslev, Tim
11
Andersen, Torben G
3
Benzoni, Luca
2
Christoffersen, Peter F.
2
Dobrev, Dobrislav
2
Vega, Clara
2
Bollersiev, Tim
1
Bollerslev, Tirn
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Diebold, Francis X
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Working paper / National Bureau of Economic Research, Inc
CFS Working Paper Series
12
NBER Working Paper
12
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
8
CFS working paper series
7
PIER Working Paper Archive
7
Working papers / Financial Institutions Center
7
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The American economic review
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New York University, Leonard N. Stern School Finance Department Working Paper Seires
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
Financial markets and asset pricing
2
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Technical working paper / National Bureau of Economic Research
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The review of economics and statistics
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Econometric analysis of financial and economic time series ; part B
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PRACTICAL VOLATILITY AND CORRELATION MODELING FOR FINANCIAL MARKET RISK MANAGEMENT
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006956030
Saved in:
2
ROUGHING IT UP: INCLUDING JUMP COMPONENTS IN THE MEASUREMENT, MODELING AND FORECASTING OF RETURN VOLATILITY
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10006956900
Saved in:
3
REAL-TIME PRICE DISCOVERY IN STOCK, BOND AND FOREIGN EXCHANGE MARKETS
Andersen, Torben G.
;
Bollersiev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10006959512
Saved in:
4
VOLATILITY FORECASTING
Andersen, Torben G.
;
Bollerslev, Tim
;
Christoffersen, …
-
2005
Persistent link: https://www.econbiz.de/10006960219
Saved in:
5
A FRAMEWORK FOR EXPLORING THE MACROECONOMIC DETERMINANTS OF SYSTEMATIC RISK
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10006960533
Saved in:
6
MICRO EFFECTS OF MACRO ANNOUNCEMENTS: REAL-TIME PRICE DISCOVERY IN FOREIGN EXCHANGE
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
Persistent link: https://www.econbiz.de/10006974033
Saved in:
7
THE DISTRIBUTION OF STOCK RETURN VOLATILITY
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10006982303
Saved in:
8
EXCHANGE RATE RETURNS STANDARDIZED BY REALIZED VOLATILITY ARE (NEARLY) GAUSSIAN
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10006985434
Saved in:
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