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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
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THE DISTRIBUTION OF STOCK RETURN VOLATILITY
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10006982303
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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
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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
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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
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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
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VOLATILITY FORECASTING
Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - 2005
Persistent link: https://www.econbiz.de/10006960219
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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