Visas 1 - 3 av 3 resultat för sökning 'Bollerslev, Tim', Sökningstid: 0,01s Förfina resultatet
  1. 1

    Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment av Anderson, Torben G.

    Publicerad 1998
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    Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
  2. 2

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

    Publicerad 1996
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    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences
  3. 3

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

    Publicerad 1996
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    Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns

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