×
Log in
Upload File
Most Popular
Study
Business
Design
Technology
Travel
Explore all categories
The top documents of torben-g-andersen
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
216 views
No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications
218 views
Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
216 views
An Empirical Investigation of Continuous-Time Equity Return Models
218 views
The distribution of realized stock return volatility
214 views
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
212 views
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
214 views
Real-time price discovery in global stock, bond and foreign exchange markets
217 views
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
212 views