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Handbook of financial time series. Ed. by Torben G. Anderson by
Material type: Text Text
Publication details: Berlin Springer-Verlag 2009
Availability: Items available for loan: IGIDR (1)Collection, call number: 332.015195/AND.

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2.
Jump-robust volatility estimation using nearest neighbor tru by
Material type: Text Text
Publication details: Cambridge NBER 2009
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Financial risk measurement for financial risk management / Torben G. Andersen et al by Series: NBER Working Paper ; 18084
Material type: Text Text
Publication details: Cambridge NBER 2012
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Heterogeneous information arrivals and return volatility dynamics: uncovering the long-run in high frequency returns by Series: NBER working paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5752.

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8.
DM-DOLLAR volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependencies by Series: Working paper
Material type: Text Text
Publication details: Cambridge, MA NBER 1996
Availability: Items available for loan: IGIDR (1)Collection, call number: WP 5783.

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9.
Exchange rate returns standardized by realized volatility are (nearly) Gaussian by Series: NBER Working Paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 2000
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10.
Distribution of stock return volatility by Series: NBER Working Paper Series
Material type: Text Text
Publication details: Cambridge, MA NBER 2000
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11.
Modeling and forecasting realized volatility by Series: NBER Working Papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2001
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12.
An empirical investigation of continuous-time equity return models by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2001
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13.
Micro effects of macro announcements: Real-time price discovery in foreign exchange by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2002
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14.
Practical volatility and correlation modeling for financial market risk management by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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15.
A framework for exploring the macroeconomic determinants of systematic risk by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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16.
Volatility forecasting by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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17.
Real-time price discovery in stock, bond and foreign exchange markets by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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Cross-sectional dispersion of risk in trading time / Torben G. Andersen, Martin Thyrsgaard and Viktor Todorov by Series: NBER Working Paper ; 26329
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
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