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Your search for [author]Andersen, Torben G. returned 6 records. |
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns.
by Andersen, Torben; Cambridge: National Bureau of Economic Research, 1996.
Subject: Foreign exchange -- Econometric model; Hedging (Finance).
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DM-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependences.
by Andersen, Torben G.; Cambridge: National Bureau of Economic Research, 1996.
Subject: Mark, German -- Econometric models; Money -- Germany -- Econometric models; Foreign exchange -- Germany -- Econometric models.
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian.
Cambridge: National Bureau of Economic Research, 2000.
Subject: Foreign exchange rates; Foreign exchange futures -- Prices.
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The distribution of stock return volatility.
Cambridge: National Bureau of Economic Research, 2000.
Subject: Stocks -- Prices -- United States; Rate of return -- United States; Dow Jones industrial average.
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Currency and interest rate hedging : a user's guide to options, futures, swaps, and forward contracts.
by Andersen, Torben Juul; New York: New York Institute of Finance, 1987.
Subject: Foreign exchange futures; Financial futures; Hedging (Finance); Interest rate futures; Options (Contract).
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Tax policy in small open economies.
Oxford: Blackwell Pubs., 1995.
Subject: Taxation. -- Congresses; States, Small -- Economic policy -- Congresses.
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