| 11-037 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Financial Risk Measurement for Financial Risk Management |
| 05-011 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Volatility Forecasting |
| 05-009 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu |
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk |
| 05-007 |
Torben Andersen, Tim Bollerslev, Peter Christoffersen, Francis X. Diebold |
Practical Volatility and Correlation Modeling for Financial Market Risk Management |
| 04-028 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega |
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets |
| 04-018 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Jin Wu |
Realized Beta: Persistence and Predictability |
| 03-025 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold |
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, ... |
| 02-019 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold |
Parametric and Nonparametric Volatility Measurement |
| 02-011 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Clara Vega |
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange |
| 01-008 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys |
Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian |
| 01-003 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys |
The Distribution of Realized Exchange Rate Volatility |
| 01-002 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys |
Modeling and Forecasting Realized Volatility |
| 01-001 |
Torben Andersen, Tim Bollerslev, Francis X. Diebold, Heiko Ebens |
The Distribution of Stock Return Volatility |
