Showing 1 - 3 results of 3 for search 'Bollerslev, Tim', query time: 0.01s Refine Results
  1. 1

    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
  2. 2

    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
  3. 3

    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

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