Andersen, Torben G. (Torben Gustav)
著者名典拠詳細を非表示
| 著者の属性 | 個人 |
|---|---|
| 一般注記 | Heterogeneous information arriva and return volatility dynamics, 1996: t.p. (Torben G. Andersen) abstract (Dept. of Finance, J.L. Kellogg Grad. Sch. of Mgmt., Northwestern Univ.) Northwestern Univ. online site, 2/26/97: (Grad. Sch. of Mgmt.; Torben Gustav Andersen; asst. prof. of finance; B.A. and M.A., Univ. of Aarhus; Masters of Phil. and Ph. D., Yale Univ.) Testing for market microstructure effects in intraday volatility, c1998: t.p. (Torben G. Anderson) leaf following t.p. (Dept. of Finance, J.L. Kellogg Grad. Sch. of Management, Northwestern Univ.) Handbook of financial time series, c2009: t.p. (Torben G. Andersen) cover (T.G. Andersen) SRC:Handbook of financial time series / Torben Gustav Andersen ... [et al.], editors (Springer, c2009) |
| 別名 | Anderson, Torben G. (Torben Gustav) Andersen, T. G. (Torben Gustav) |
| コード類 | 典拠ID=AU12462496 NCID=DA16741552 |
| 1 | Volatility / edited by Torben G. Andersen and Tim Bollerslev : set,v. 1,v. 2. - Cheltenham, UK : E. Elgar , c2018 |
| 2 | Handbook of financial time series / Torben G. Andersen ... [et al.], editors Berlin : Springer , c2009 |