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

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

    出版 1998
    圖書

    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 由 Andersen, Torben

    出版 1996
    Click here to download the fulltext
    圖書

    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 由 Andersen, Torben G.

    出版 1996
    Click here to download the fulltext
    圖書

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

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

    發表在 Journal of Finance
    Article

    Tails, fears, and risk premia.

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