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A no-arbitrage approach to ran...
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Theorie
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Diebold, Francis X.
964
Brandt, Michael W.
267
Bollerslev, Tim
167
Rudebusch, Glenn D.
126
Christoffersen, Peter F.
107
Andersen, Torben G.
91
Andersen, Torben
72
Beber, Alessandro
67
Yılmaz, Kamil
64
Diebold, Francis
61
Santa-Clara, Pedro
54
Aruoba, S. Borağan
49
Schorfheide, Frank
44
Kavajecz, Kenneth A.
39
Shin, Minchul
36
Vega, Clara
36
Li, Canlin
34
Schuermann, Til
34
Campbell, Sean D.
33
Labys, Paul
32
Aruoba, S. Boragan
29
Yilmaz, Kamil
25
Brandt, Michael
23
Kilian, Lutz
23
Nalewaik, Jeremy
22
Tay, Anthony S.
22
Berkowitz, Jeremy
21
Song, Dongho
20
Scotti, Chiara
18
Mariano, Roberto S.
16
Wu, Jin
16
Alizadeh, Sassan
15
Binsbergen, Jules H. van
15
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15
Liu, Laura
15
Hahn, Jinyong
14
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14
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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98
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80
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65
NBER Working Papers
61
Working paper / National Bureau of Economic Research, Inc
48
PIER Working Paper Archive
35
Working papers / Penn Institute for Economic Research
35
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34
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32
Journal of econometrics
30
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24
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24
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21
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20
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19
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17
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14
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13
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13
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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EconStor
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1
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
4
Micro effects of macro announcements : real-time price discovery in foreign exchange
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002019989
Saved in:
5
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
6
Weather forecasting for weather derivatives
Campbell, Sean D.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022980
Saved in:
7
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10003229524
Saved in:
8
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
9
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
10
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
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