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Schätzung
Theorie
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86
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66
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Andersen, Torben
31
Bollerslev, Tim
14
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9
Todorov, Viktor
9
Andersen, Torben M.
7
Christoffersen, Peter F.
4
Wu, Jin
4
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3
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2
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2
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ECONIS (ZBW)
37
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The big trade-off between efficiency and equity : is it there?
Andersen, Torben M.
;
Maibom Pedersen, Jonas
-
2016
Persistent link: https://www.econbiz.de/10011482118
Saved in:
2
Quantifying globalization
Andersen, Torben M.
;
Tryggvi Þor Herbertsson
- In:
Applied economics
37
(
2005
)
10
,
pp. 1089-1098
Persistent link: https://www.econbiz.de/10002920486
Saved in:
3
Measuring globalization
Andersen, Torben M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001775727
Saved in:
4
The big trade-off between efficiency and equity : is it there?
Andersen, Torben M.
;
Maibom Pedersen, Jonas
- In:
Oxford economic papers
72
(
2020
)
2
,
pp. 391-411
Persistent link: https://www.econbiz.de/10012193609
Saved in:
5
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
6
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
7
A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2005
Persistent link: https://www.econbiz.de/10003350620
Saved in:
8
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
Saved in:
9
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
- In:
The risks of financial institutions : [...papers and …
,
(pp. 513-548)
.
2006
Persistent link: https://www.econbiz.de/10003445632
Saved in:
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