Torben G.. Andersen
Books
- The Distribution of Stock Return Volatility
- Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
- Parametric and Nonparametric Volatility Measurement
- Micro Effects of Macro Announcements
- Modeling and Forecasting Realized Volatility
- An Empirical Investigation of Continuous-Time Equity Return Models
Author data: Open Library