Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Torben G. Andersen

Unified Inference for Nonlinear Factor Models From Panels With Fixed and Large Time Span

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2019English

Intraday Trading Invariance in the E-Mini S&P 500 Futures Market

SSRN Electronic Journal
2015English

An Empirical Investigation of Continuous-Time Equity Return Models

Journal of Finance
AccountingEconomicsEconometricsFinance
2002English

Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2009English

Some Like It Smooth, and Some Like It Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility

SSRN Electronic Journal
2003English

Construction and Interpretation of Model-Free Implied Volatility

SSRN Electronic Journal
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy