検索結果 1 - 4 結果 / 4 検索語 'Bollerslev, Tim', 処理時間: 0.01秒 結果の絞り込み
  1. 1

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

    出版事項 1998
    図書

    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 著者: Andersen, Torben

    出版事項 1996
    Click here to download the fulltext
    図書

    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 著者: Andersen, Torben G.

    出版事項 1996
    Click here to download the fulltext
    図書

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

    Tails, fears, and risk premia. 著者: Bollerslev, Tim

    出版年 Journal of Finance
    論文

    Tails, fears, and risk premia.

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