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

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

    יצא לאור 1998
    ספר

    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 מאת Andersen, Torben

    יצא לאור 1996
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    ספר

    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 מאת Andersen, Torben G.

    יצא לאור 1996
    Click here to download the fulltext
    ספר

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

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

    הוצא לאור ב Journal of Finance
    Article

    Tails, fears, and risk premia.

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