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Article
164
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161
English
2
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1
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Diebold, Francis X.
96
Bollerslev, Tim
64
Andersen, Torben G.
44
Rudebusch, Glenn D.
12
Christoffersen, Peter F.
10
Baillie, Richard T.
6
Berkowitz, Jeremy
5
Labys, Paul
5
Li, Canlin
5
Yilmaz, Kamil
5
Zhou, Hao
5
Brandt, Michael W.
4
Campbell, Sean D.
4
Christensen, Jens H.E.
4
Tauchen, George
4
Tay, Anthony S.
4
Vega, Clara
4
Anderson, Torben G.
3
Aruoba, S.Boragan
3
Benzoni, Luca
3
Dobrev, Dobrislav
3
Kilian, Lutz
3
Lopez, Jose A.
3
Lund, Jesper
3
Ohanian, Lee E.
3
Sørensen, Bent E.
3
Todorov, Viktor
3
Yue, Vivian Z.
3
Alizadeh, Sassan
2
Campbell, John Y.
2
Das, Ashish
2
Domowitz, Ian
2
Ebens, Heiko
2
Gunther, Todd A.
2
Hahn, Jinyong
2
Kretschmer, Uta
2
Lo, Andrew W.
2
Mariano, Roberto S.
2
Meddahi, Nour
2
Mikkelsen, Hans Ole
2
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Working paper / National Bureau of Economic Research, Inc
42
Journal of econometrics
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Technical working paper / National Bureau of Economic Research
11
The journal of finance : the journal of the American Finance Association
10
The review of economics and statistics
7
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
4
The American economic review
4
Journal of international money and finance
3
Journal of financial economics
2
Journal of international economics
2
Brookings papers on economic activity : BPEA
1
Business review / Federal Reserve Bank of Philadelphia
1
Economía chilena
1
European financial management : the journal of the European Financial Management Association
1
ILR review : a publication of the New York State School of Industrial and Labor Relations, a statutory college of the State University, Cornell University, Ithaca
1
IMF staff papers
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
International journal of forecasting
1
Journal of accounting, auditing & finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Risk : managing risk in the world's financial markets
1
The Scandinavian journal of economics
1
The econometrics journal
1
The journal of business : B
1
The journal of economic history
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The review of economic studies
1
The review of financial studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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OLC EcoSci
ECONIS (ZBW)
916
RePEc
422
EconStor
32
USB Cologne (EcoSocSci)
8
Other ZBW resources
6
BASE
4
USB Cologne (business full texts)
1
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1
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:
2
Modeling and Forecasting Realized Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-626
Persistent link: https://www.econbiz.de/10006763307
Saved in:
3
MODELING AND FORECASTING REALIZED VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2001
Persistent link: https://www.econbiz.de/10006979968
Saved in:
4
THE DISTRIBUTION OF EXCHANGE RATE VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
1999
Persistent link: https://www.econbiz.de/10006989632
Saved in:
5
The distribution of realized stock return volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10006512570
Saved in:
6
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
93
(
2003
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10006822737
Saved in:
7
PARAMETRIC AND NONPARAMETRIC VOLATILITY MEASUREMENT
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2002
Persistent link: https://www.econbiz.de/10005941070
Saved in:
8
Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10007861554
Saved in:
9
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of international economics
73
(
2007
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10007873466
Saved in:
10
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:
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