Showing 1 - 3 results of 3 for search 'Bollerslev, Tim', 查询时间: 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
    图书

    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
    图书

    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
    图书

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

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