Showing 1 - 5 results of 5 for search 'Andersen, Torben G.', query time: 0.01s Refine Results
  1. 1

    Modeling and forecasting realized volatility

    Published 2001
    Book

    Modeling and forecasting realized volatility
  2. 2

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

    Published 2000
    Book

    Exchange rate returns standardized by realized volatility are (nearly) Gaussian
  3. 3

    The distribution of stock return volatility

    Published 2000
    Book

    The distribution of stock return volatility
  4. 4

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

    Published 1996
    Click here to download the fulltext
    Book

    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences
  5. 5

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

    Published in Journal of Finance
    Article

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

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