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Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Andersen, Torben; Bollerslev, Tim - In: Foreign exchange markets, (pp. 133-179). 2005
Persistent link: https://www.econbiz.de/10003290893
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Stoachastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003818421
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Fiscal sustainability and demographics : should we save or works more?
Andersen, Torben M. - 2008
Persistent link: https://www.econbiz.de/10003785846
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Realized volatility
Andersen, Torben (contributor); Benzoni, Luca (contributor) - 2008
Persistent link: https://www.econbiz.de/10003786282
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On myopia as rationale for social security
Andersen, Torben M. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790536
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Heterogenous wage formation under a common monetary policy
Andersen, Torben M. - In: Economic modelling 25 (2008) 4, pp. 740-771
Persistent link: https://www.econbiz.de/10003791279
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Flexicurity in Denmark (Forum)
Andersen, Torben M.; Svarer, Michael - In: CESifo DICE report : journal for institutional comparisons 6 (2008) 4, pp. 15-20
Persistent link: https://www.econbiz.de/10003792639
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Stochastic volatility: origins and overview
Shephard, Neil G.; Andersen, Torben - In: Handbook of financial time series, (pp. 233-254). 2009
Persistent link: https://www.econbiz.de/10003833953
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Realized volatility
Andersen, Torben; Benzoni, Luca - In: Handbook of financial time series, (pp. 555-575). 2009
Persistent link: https://www.econbiz.de/10003834180
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Stochastic volatility : origins and overview
Shephard, Neil G.; Andersen, Torben - 2008
Persistent link: https://www.econbiz.de/10003807435