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Last edited by RenameBot
September 5, 2008 | History
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Torben G. Andersen

We need a photo of Torben G. Andersen

21 works Add another?

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  • Cover of: Do bonds span volatility risk in the U.S. treasury market?: a specification test for affine term structure models

    First published in 2006 2 editions in 1 language
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  • Cover of: No-arbitrage semi-Martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications

    First published in 2007 2 editions in 1 language
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  • Cover of: Volatility

    First published in 2018 1 edition in 1 language
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  • Cover of: empirical investigation of continuous-time equity return models

    First published in 2001 1 edition in 1 language
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  • Cover of: Answering the critics: yes, ARCH models do provide good volatility forecasts

    First published in 1997 1 edition in 1 language
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  • Cover of: Construction and interpretation of model-free implied volatility

    First published in 2007 1 edition in 1 language
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  • Cover of: DM-dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies

    First published in 1996 1 edition in 1 language
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  • Cover of: Foreign currency translation of multiperiod monetary investments and liabilities under uncertainty

    First published in 1987 1 edition in 1 language
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  • Cover of: Heterogeneous information arrivals and return volatility dynamics: uncovering the long-run in high frequency returns

    First published in 1996 1 edition in 1 language
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  • Cover of: Roughing it up: including jump components in the measurement, modeling, and forecasting of return volatility

    First published in 2005 1 edition in 1 language
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  • Cover of: Testing for market microstructure effects in intraday volatility: a reassessment of the Tokyo FX experiment

    First published in 1998 1 edition in 1 language
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  • Cover of: Volatility forecasting

    First published in 2005 1 edition in 1 language
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  • Cover of: Jump-robust volatility estimation using nearest neighbor truncation

    First published in 2009 1 edition in 1 language
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  • Cover of: Real-time price discovery in stock, bond and foreign exchange markets

    First published in 2005 1 edition in 1 language
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  • Cover of: Practical volatility and correlation modeling for financial market risk management

    First published in 2005 1 edition in 1 language
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  • Cover of: Jump-robust volatility estimation using nearest neighbor truncation

    First published in 2009 1 edition in 1 language
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  • Cover of: Real-time price discovery in global stock, bond and foreign exchange markets

    First published in 2006 1 edition in 1 language
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  • Cover of: Practical volatility and correlation modeling for financial market risk management

    First published in 2005 1 edition in 1 language
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  • Cover of: A framework for exploring the macroeconomic determinants of systematic risk

    First published in 2005 1 edition in 1 language
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  • Cover of: Volatility forecasting

    First published in 2005 1 edition in 1 language
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We need a photo of Torben G. Andersen

Subjects
Econometric models, Rate of return, Economic forecasting, Mathematical models, Prices, Assets (Accounting), Foreign exchange market, Foreign exchange rates, Bonds, Econometrics, Financial institutions, Forecasting, Risk, Risk management, Stocks, American Dollar, Autoregression (Statistics), Capital market, German Mark, Government securities, Investments, Options, Stock exchanges, Stock price forecasting, Time-series analysis
Places
United States, Germany, Great Britain, Japan

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ID Numbers

  • OLID: OL1453915A

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History

Download catalog record: RDF / JSON
September 5, 2008 Edited by RenameBot fix author name
April 1, 2008 Created by an anonymous user initial import