A mostrar 1 - 10 resultados de 10 para a pesquisa 'Andersen, Torben', tempo de pesquisa: 0.01seg Refinar resultados
  1. 1

    Strategic risk management practice how to deal effectively with major corporate exposures Por Andersen, Torben Juul

    Publicado em 2010
    Livro

    Strategic risk management practice how to deal effectively with major corporate exposures
  2. 2

    Global derivatives a strategic risk management perspective Por Andersen, Torben Juul

    Publicado em 2006
    Livro

    Global derivatives a strategic risk management perspective
  3. 3

    Modeling and forecasting realized volatility

    Publicado em 2001
    Livro

    Modeling and forecasting realized volatility
  4. 4

    Exchange rate returns standardized by realized volatility are (nearly) Gaussian

    Publicado em 2000
    Livro

    Exchange rate returns standardized by realized volatility are (nearly) Gaussian
  5. 5

    The distribution of stock return volatility

    Publicado em 2000
    Livro

    The distribution of stock return volatility
  6. 6

    Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns Por Andersen, Torben

    Publicado em 1996
    Click here to download the fulltext
    Livro

    Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns
  7. 7

    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences Por Andersen, Torben G.

    Publicado em 1996
    Click here to download the fulltext
    Livro

    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences
  8. 8

    Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts Por Andersen, Torben Juul

    Publicado em 1987
    Livro

    Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts
  9. 9

    The information content of quantity signals and downward inflexible prices. Por Andersen, Torben M.

    Publicado em 1983
    Livro

    The information content of quantity signals and downward inflexible prices.
  10. 10

    Do bonds span volatility risk in the U.S. treasury market? A specification test for affine term structure models. Por Andersen, Torben G.

    Publicado no Journal of Finance
    Artigo

    Do bonds span volatility risk in the U.S. treasury market? A specification test for affine term structure models.

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