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Bollerslev, Tim
65
Andersen, Torben G.
45
Diebold, Francis X.
18
Meddahi, Nour
17
Bollerslev, T.
9
Andersen, Torben
7
Baillie, Richard T.
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Journal of econometrics
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Working paper / National Bureau of Economic Research, Inc
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of finance : the journal of the American Finance Association
8
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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3
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Economic inquiry : journal of the Western Economic Association International
1
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Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10006749160
Saved in:
2
ANALYTICAL EVALUATION OF VOLATILITY FORECASTS
andersen, torben g.
;
bollerslev, tim
;
meddahi, nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10006020291
Saved in:
3
Realized volatility forecasting and market microstructure noise
Andersen, Torben G.
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008770542
Saved in:
4
MODELING AND FORECASTING REALIZED VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2001
Persistent link: https://www.econbiz.de/10006979968
Saved in:
5
THE DISTRIBUTION OF EXCHANGE RATE VOLATILITY
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
1999
Persistent link: https://www.econbiz.de/10006989632
Saved in:
6
TESTING FOR MARKET MICROSTRUCTURE EFFECTS IN INTRADAY VOLATILITY: A REASSESSMENT OF THE TOKYO FX EXPERIMENT
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10006992295
Saved in:
7
Applications and Case Studies - The Distribution of Realized Exchange Rate Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of the American Statistical Association : JASA
96
(
2001
)
453
,
pp. 42-55
Persistent link: https://www.econbiz.de/10006621332
Saved in:
8
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:
9
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:
10
SHORTER PAPERS - Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
Andersen, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-328
Persistent link: https://www.econbiz.de/10006565898
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