Dangos 1 - 4 canlyniadau o 4 ar gyfer chwilio 'Bollerslev, Tim', amser ymholiad: 0.01e Mireinio'r Canlyniadau
  1. 1

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

    Cyhoeddwyd 1998
    Llyfr

    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 gan Andersen, Torben

    Cyhoeddwyd 1996
    Click here to download the fulltext
    Llyfr

    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 gan Andersen, Torben G.

    Cyhoeddwyd 1996
    Click here to download the fulltext
    Llyfr

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

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

    Cyhoeddwyd yn Journal of Finance
    Erthygl

    Tails, fears, and risk premia.

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