Showing 1 - 4 results of 4 for search 'Bollerslev, Tim', Forespørselstid: 0.01s Refine Results
  1. 1

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

    Udgivet 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 af Andersen, Torben

    Udgivet 1996
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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 af Andersen, Torben G.

    Udgivet 1996
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    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences
  4. 4

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

    Udgivet i Journal of Finance
    Article

    Tails, fears, and risk premia.

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