Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
Torben Andersen
◽
Tim Bollerslev
◽
Francis Diebold
◽
Clara Vega
2007 ◽
Vol 73
(2)
◽
pp. 251-277
◽
Torben G. Andersen
◽
Tim Bollerslev
◽
Francis X. Diebold
◽
Clara Vega
Torben G. Andersen
◽
Clara Vega
◽
Tim Bollerslev
◽
Francis X. Diebold
Torben G. Andersen
◽
Clara Vega
◽
Tim Bollerslev
◽
Francis X. Diebold
2006 ◽
Vol 2006
(871)
◽
pp. 1-35
Torben G. Andersen
◽
◽
Tim Bollerslev
◽
Francis X. Diebold
◽
Clara Vega
Torben G. Andersen
◽
Tim Bollerslev
◽
Francis X. Diebold
◽
Clara Vega
Juan Cabrera
◽
Tao Wang
◽
Jian Yang
Long Chen
◽
Kate Phylaktis
2009 ◽
Vol 16
(4)
◽
pp. 640-654
◽
Kate Phylaktis
◽
Long Chen
Torben G. Andersen
◽
Tim Bollerslev
◽
Francis X. Diebold
◽
Clara Vega