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1 |
A framework for exploring the macroeconomic determinants of systematic risk Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2005
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2 |
Practical volatility and correlation modeling for financial market risk management Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2005
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3 |
Real-time price discovery in stock, bond and foreign exchange markets Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2005
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4 |
Realized beta Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2005
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5 |
Volatility forecasting Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2005
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6 |
Some like it smooth, and some like it rough Andersen, Torben. - Frankfurt am Main : CFS, 2003
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7 |
Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility Andersen, Torben. - Frankfurt am Main : Univ.-Bibliothek Frankfurt am Main, 2003
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8 |
Bollerslev, Tim 1958- / Wirtschaftswissenschaftler
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