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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international economics"
~subject:"Share price"
~subject:"USA"
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Search: "Andersen, Torben G."
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Andersen, Torben
4
Todorov, Viktor
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Bollerslev, Tim
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Diebold, Francis X.
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Journal of econometrics
Journal of international economics
Working paper / National Bureau of Economic Research, Inc.
10
CFS working paper series
5
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5
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The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Econometric analysis of financial and economic time series ; part B
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Econometric theory
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of international economics
73
(
2007
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10003586320
Saved in:
4
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
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