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The distribution of stock return volatility
Andersen, Torben (contributor) - 2000
Persistent link: https://www.econbiz.de/10001519326
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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
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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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The distribution of exchange rate volatility
Andersen, Torben (contributor) - 1999
Persistent link: https://www.econbiz.de/10001427024
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The distribution of exchange rate volatility
Andersen, Torben M. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001463948
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The distribution of stock return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2000
Persistent link: https://www.econbiz.de/10001476423
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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
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Differential information and excessive volatility in financial markets
Andersen, Torben M. - 1991
Persistent link: https://www.econbiz.de/10000815974
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Volatility
Andersen, Torben - 1992
Persistent link: https://www.econbiz.de/10000914157
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GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben - 1995
Persistent link: https://www.econbiz.de/10000932332