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  1. 1

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

    Publicat 1998
    Llibre

    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 per Andersen, Torben

    Publicat 1996
    Click here to download the fulltext
    Llibre

    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 per Andersen, Torben G.

    Publicat 1996
    Click here to download the fulltext
    Llibre

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

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

    Publicat a Journal of Finance
    Article

    Tails, fears, and risk premia.

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