Narrow search
Showing 1 - 7 of 7
Cover Image
[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997
Andersen, Torben - In: Econometric theory 14 (1998) 5, pp. 671-685
Persistent link: https://www.econbiz.de/10001381153
Cover Image
BOOK REVIEWS - Simulation-Based Econometric Methods by Christian Gouriéroux and Alain Monfort
Andersen, Torben G. - In: Econometric theory 16 (2000) 1, pp. 131-138
Persistent link: https://www.econbiz.de/10006984539
Cover Image
BOOK REVIEW - The Econometrics of Financial Markets
Andersen, Torben G.; Campbell, John Y.; Lo, Andrew W.; … - In: Econometric theory 14 (1998) 5, pp. 671-686
Persistent link: https://www.econbiz.de/10006991442
Cover Image
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Econometric theory 30 (2014) 1, pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Cover Image
Inference for option panels in pure-jump settings
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Econometric theory 35 (2019) 5, pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
Cover Image
Spatial dependence in option observation errors
Andersen, Torben; Fusari, Nicola; Todorov, Viktor; … - In: Econometric theory 37 (2021) 2, pp. 205-247
Persistent link: https://www.econbiz.de/10012505388
Cover Image
Consistent local spectrum inference for predictive return regressions
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Econometric theory 38 (2022) 6, pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347