Mostra 1 - 4 risultati di 4 ricerca 'Bollerslev, Tim', tempo di risposta: 0,01s Raffina i risultati
  1. 1

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

    Pubblicazione 1998
    Libro

    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 di Andersen, Torben

    Pubblicazione 1996
    Click here to download the fulltext
    Libro

    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 di Andersen, Torben G.

    Pubblicazione 1996
    Click here to download the fulltext
    Libro

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

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

    Pubblicato in Journal of Finance
    Articolo

    Tails, fears, and risk premia.

Strumenti per la ricerca: