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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X.
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contributor
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2008
Persistent link: https://www.econbiz.de/10003790675
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The macroeconomy and the yield curve : a nonstructural analysis
Diebold, Francis X.
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899608
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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4
Weather forecasting for weather derivatives
Campbell, Sean D.
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001728054
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5
The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X.
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
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6
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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7
Micro effects of macro announcements : real-time price discovery in foreign exchange?
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685955
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8
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
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9
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
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2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
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