DDM-dollar volatilityDM-dollar volatilityde Torben G. AndersenMateriasAmerican DollarForeign exchange marketForeign exchange ratesGerman MarkEdiciones (1)DM-dollar volatility (1996)National Bureau of Economic Research · inglésMás obras de Torben G. AndersenVVolatility forecastingVolatility forecastingRReal-time price discovery in stock, bond and foreign exchangReal-time price discovery in stock, bond and foreign exchange marketsPPractical volatility and correlation modeling for financial
RReal-time price discovery in stock, bond and foreign exchangReal-time price discovery in stock, bond and foreign exchange markets
JJump-robust volatility estimation using nearest neighbor truJump-robust volatility estimation using nearest neighbor truncation
JJump-robust volatility estimation using nearest neighbor truJump-robust volatility estimation using nearest neighbor truncation
PPractical volatility and correlation modeling for financial Practical volatility and correlation modeling for financial market risk management