يعرض 1 - 4 نتائج من 4 نتيجة بحث عن 'Bollerslev, Tim', وقت الاستعلام: 0.01s تنقيح النتائج
  1. 1

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

    منشور في 1998
    كتاب

    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 حسب Andersen, Torben

    منشور في 1996
    Click here to download the fulltext
    كتاب

    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 حسب Andersen, Torben G.

    منشور في 1996
    Click here to download the fulltext
    كتاب

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

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

    الحاوية / القاعدة Journal of Finance
    مقال

    Tails, fears, and risk premia.

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