Narrow search
Showing 1 - 10 of 307
Cover Image
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
Cover Image
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
Cover Image
The distribution of stock return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001476423
Cover Image
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
Cover Image
Parametric and nonparametric volatility measurement
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2002
Persistent link: https://www.econbiz.de/10001689115
Cover Image
Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2002
Persistent link: https://www.econbiz.de/10001671281
Cover Image
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889
Cover Image
Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001787397
Cover Image
Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
Cover Image
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
Persistent link: https://www.econbiz.de/10002634153