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  Search result  Your search for [author]Bollerslev, Tim returned 3 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: 15.62%
 
     
  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: 14.60%
 
     
  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: 14.60%
 
     
 
         
         
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