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  Search result  Your search for [author]Anderson, Torben G. returned 2 records.  
 
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  Book Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment.

by Anderson, Torben G.; Cambridge: National Bureau of Economic Research, 1998.

Subject: Foreign exchange market -- Japan -- Econometric models.

  
     
Relevance: 22.72%
 
     
  Book The distribution of exchange rate volatility.

by Anderson, Torben G.; Cambridge: National Bureau of Economic Research, 1999.

Subject: Foreign exchange rates -- United States -- Econometric models.

  
     
Relevance: 17.26%
 
     
 
         
         
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