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Torben G. Andersen has written:

'Roughing it up' -- subject(s): Mathematical models, Rate of return

'DM-dollar volatility' -- subject(s): American Dollar, Foreign exchange market, Foreign exchange rates, German Mark

'No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise' -- subject(s): Economic forecasting

'Heterogeneous information arrivals and return volatility dynamics' -- subject(s): Assets (Accounting), Econometric models, Foreign exchange market, Prices, Rate of return

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10y ago

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