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1.
Financial risk measurement for financial risk management / Torben G. Andersen et al by Series: NBER Working Paper ; 18084
Material type: Text Text
Publication details: Cambridge NBER 2012
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2.
Exchange rate returns standardized by realized volatility are (nearly) Gaussian by Series: NBER Working Paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 2000
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3.
Modeling and forecasting realized volatility by Series: NBER Working Papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2001
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4.
Micro effects of macro announcements: Real-time price discovery in foreign exchange by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2002
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5.
Practical volatility and correlation modeling for financial market risk management by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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6.
A framework for exploring the macroeconomic determinants of systematic risk by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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7.
Volatility forecasting by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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8.
Real-time price discovery in stock, bond and foreign exchange markets by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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