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Exchange rate
Volatilität
152
Volatility
149
Theorie
130
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128
USA
103
United States
100
Finanzmarkt
63
Financial market
62
Schätzung
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31
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28
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27
Börsenkurs
26
Schock
26
Share price
26
Shock
26
Stochastic process
26
CAPM
24
Ankündigungseffekt
23
Euro area
23
Eurozone
23
Announcement effect
22
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15
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7
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8
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English
22
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Andersen, Torben
18
Bollerslev, Tim
18
Diebold, Francis X.
12
Labys, Paul
7
Vega, Clara
5
Andersen, Torben G.
4
Lange, Steve
1
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National Bureau of Economic Research
4
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4
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Foreign exchange markets
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Some reflections on analysis of high-frequency data
Andersen, Torben
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 146-153
Persistent link: https://www.econbiz.de/10001469560
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2
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
3
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
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4
The distribution of exchange rate volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
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5
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
Saved in:
6
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
7
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
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8
Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
The American economic review
93
(
2003
)
1
,
pp. 38-62
Persistent link: https://www.econbiz.de/10001767312
Saved in:
9
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000609240
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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