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  Search result  Your search for [author]Andersen, Torben G. returned 6 records.  
 
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  Book 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).

  
     
Relevance: 22.89%
 
     
  Book 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.

  
     
Relevance: 22.89%
 
     
  Book 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.

  
     
Relevance: 18.61%
 
     
  Book 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.

  
     
Relevance: 18.61%
 
     
  Book 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).

  
     
Relevance: 18.41%
 
     
  Book Tax policy in small open economies.

Oxford: Blackwell Pubs., 1995.

Subject: Taxation. -- Congresses; States, Small -- Economic policy -- Congresses.

  
     
Relevance: 17.26%
 
     
 
         
         
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