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Stochastic Volatility: Origins...
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Andersen, Torben M.
19
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7
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5
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Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807090
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2
Measuring downside risk : realised semivariance
Barndorff-Nielsen, Ole E.
;
Kinnebrock, Silja
;
Shephard, …
-
2008
Persistent link: https://www.econbiz.de/10003807420
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3
International integration, risk and the welfare state
Andersen, Torben M.
-
2000
Persistent link: https://www.econbiz.de/10001450634
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4
Differential information and excessive volatility in financial markets
Andersen, Torben M.
-
1991
Persistent link: https://www.econbiz.de/10000815974
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5
Rationing of sales and price setting
Andersen, Torben M.
- In:
European economic review : EER
40
(
1996
)
7
,
pp. 1441-1451
Persistent link: https://www.econbiz.de/10001206972
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6
Differential information and excessive volatility in financial markets
Andersen, Torben M.
- In:
Finnish economic papers
5
(
1992
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10001126822
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7
Information, endogenous uncertainty and risk aversion
Andersen, Torben M.
- In:
Journal of economics
52
(
1990
)
2
,
pp. 117-140
Persistent link: https://www.econbiz.de/10001106405
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8
Contract renewal under uncertainty
Andersen, Torben M.
;
Stampe Christensen, Morten
-
1997
Persistent link: https://www.econbiz.de/10000961636
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9
International integration, risk and the welfare state
Andersen, Torben M.
- In:
The Scandinavian journal of economics
104
(
2002
)
3
,
pp. 343-364
Persistent link: https://www.econbiz.de/10001702161
Saved in:
10
International integration, risk and the welfare state
Andersen, Torben M.
-
2002
Persistent link: https://www.econbiz.de/10001667592
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