Showing 1 - 2 results of 2 for search 'Anderson, Torben G.', query time: 0.01s Refine Results
  1. 1

    The distribution of exchange rate volatility by Anderson, Torben G.

    Published 1999
    Book

    The distribution of exchange rate volatility
  2. 2

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

    Published 1998
    Book

    Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment

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