Narrow search
Showing 1 - 10 of 101
Cover Image
Differential information and excessive volatility in financial markets
Andersen, Torben M. - 1991
Persistent link: https://www.econbiz.de/10000815974
Cover Image
The distribution of exchange rate volatility
Andersen, Torben M. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001463948
Cover Image
Random walk or mean reversion : the Danish stock market since World War I
Risager, Ole - 1998
Persistent link: https://www.econbiz.de/10013453288
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben; Bollerslev, Tim - 1996
Persistent link: https://www.econbiz.de/10000603372
Cover Image
DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben; Bollerslev, Tim - 1996
Persistent link: https://www.econbiz.de/10000609240
Cover Image
Realized volatility
Andersen, Torben (contributor); Benzoni, Luca (contributor) - 2008
Persistent link: https://www.econbiz.de/10003786282
Cover Image
Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10002685057
Cover Image
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
Cover Image
Volatility forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
Persistent link: https://www.econbiz.de/10003350800