Отображение 1 - 4 результаты of 4 для поиска 'Bollerslev, Tim', время запроса: 0.01сек. Отмена результатов
  1. 1

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

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

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

    Опубликовано 1996
    Click here to download the fulltext
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    Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns
  3. 3

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

    Опубликовано 1996
    Click here to download the fulltext
    ‌

    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences
  4. 4

    Tails, fears, and risk premia. по Bollerslev, Tim

    Опубликовано в: Journal of Finance
    Статья

    Tails, fears, and risk premia.

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