Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
) first analyzed the relationship between exchange rate volatility and U.S.
monetary policy. In a more recent study, Ruge …
No. 2005/08
Volatility Forecasting
Torben G. Andersen, Tim Bollerslev,
Peter F. Christoffersen,
and …/08
Volatility Forecasting*
Torben G. Andersen
1
, Tim Bollerslev
2
,
Peter F. Christoffersen
3
,
and Francis X. Diebold
4 …