VVolatility forecastingVolatility forecastingde Torben G. AndersenMateriasEconomic forecastingEdiciones (1)Volatility forecasting (2005)National Bureau of Economic Research · inglésMás obras de Torben G. AndersenRReal-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 Practical volatility and correlation modeling for financial market risk managementJ
RReal-time price discovery in stock, bond and foreign exchangReal-time price discovery in stock, bond and foreign exchange markets
PPractical volatility and correlation modeling for financial Practical volatility and correlation modeling for financial market risk management
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
AA framework for exploring the macroeconomic determinants of A framework for exploring the macroeconomic determinants of systematic risk