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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
Persistent link: https://www.econbiz.de/10003350620
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Parametric and nonparametric volatility measurement
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002
Persistent link: https://www.econbiz.de/10003229526
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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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Micro effects of macro announcements : real-time price discovery in foreign exchange
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - This version: April 2002
Persistent link: https://www.econbiz.de/10003732462
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003586300
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Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Journal of international economics 73 (2007) 2, pp. 251-277
Persistent link: https://www.econbiz.de/10003586320
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2006
Persistent link: https://www.econbiz.de/10003393564
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - 2005
Persistent link: https://www.econbiz.de/10003217674
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: The American economic review 95 (2005) 2, pp. 398-404
Persistent link: https://www.econbiz.de/10003214098