Résultat(s) 1 - 4 résultats de 4 pour la requête 'Bollerslev, Tim', Temps de recherche: 0,01s Affiner les résultats
  1. 1

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

    Publié 1998
    Livre

    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 par Andersen, Torben

    Publié 1996
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    Livre

    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 par Andersen, Torben G.

    Publié 1996
    Click here to download the fulltext
    Livre

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

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

    Publié dans Journal of Finance
    Article

    Tails, fears, and risk premia.

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