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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Bollerslev, Tim
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Issue Date
Title
Author(s)
2-Nov-1999
The Distribution of Exchange Rate Volatility
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
;
Labys, Paul
26-Sep-1999
Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
;
Labys, Paul
26-Sep-1999
(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
;
Labys, Paul
Showing results 1 to 3 of 3
