Отображение 1 - 10 результаты of 10 для поиска 'Andersen, Torben', время запроса: 0.01сек. Отмена результатов
  1. 1

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

    Опубликовано 2010
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    Strategic risk management practice how to deal effectively with major corporate exposures
  2. 2

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

    Опубликовано 2006
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    Global derivatives a strategic risk management perspective
  3. 3

    Modeling and forecasting realized volatility

    Опубликовано 2001
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    Modeling and forecasting realized volatility
  4. 4

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

    Опубликовано 2000
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    Exchange rate returns standardized by realized volatility are (nearly) Gaussian
  5. 5

    The distribution of stock return volatility

    Опубликовано 2000
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    The distribution of stock return volatility
  6. 6

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

    Опубликовано 1996
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    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 по Andersen, Torben G.

    Опубликовано 1996
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    ‌

    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 по Andersen, Torben Juul

    Опубликовано 1987
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    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. по Andersen, Torben M.

    Опубликовано 1983
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    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. по Andersen, Torben G.

    Опубликовано в: Journal of Finance
    Статья

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

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