Showing 1 - 9 results of 9 for search 'Andersen, Torben', query time: 0.01s Refine Results
  1. 1

    Strategic risk management practice how to deal effectively with major corporate exposures by Andersen, Torben Juul

    Published 2010
    Book

    Strategic risk management practice how to deal effectively with major corporate exposures
  2. 2

    Global derivatives a strategic risk management perspective by Andersen, Torben Juul

    Published 2006
    Book

    Global derivatives a strategic risk management perspective
  3. 3

    Modeling and forecasting realized volatility

    Published 2001
    Book

    Modeling and forecasting realized volatility
  4. 4

    Exchange rate returns standardized by realized volatility are (nearly) Gaussian

    Published 2000
    Book

    Exchange rate returns standardized by realized volatility are (nearly) Gaussian
  5. 5

    The distribution of stock return volatility

    Published 2000
    Book

    The distribution of stock return volatility
  6. 6

    Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns by Andersen, Torben

    Published 1996
    Click here to download the fulltext
    Book

    Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns
  7. 7

    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences by Andersen, Torben G.

    Published 1996
    Click here to download the fulltext
    Book

    DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences
  8. 8

    Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts by Andersen, Torben Juul

    Published 1987
    Book

    Currency and interest rate hedging a user's guide to options, futures, swaps, and forward contracts
  9. 9

    The information content of quantity signals and downward inflexible prices. by Andersen, Torben M.

    Published 1983
    Book

    The information content of quantity signals and downward inflexible prices.

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