Search results for: Torben G. Andersen
The Journal of Finance > 72 > 3 > 1335 - 1386
Journal of Financial Economics > 2015 > 117 > 3 > 558-584
Journal of Econometrics > 2015 > 187 > 2 > 532-546
Journal of Financial Markets > 2014 > 17 > Complete > 1-46
Journal of Financial Markets > 2014 > 17 > Complete > 53-64
Journal of Econometrics > 2012 > 169 > 1 > 75-93
Journal of Econometrics > 2011 > 160 > 1 > 220-234
Journal of Econometrics > 2011 > 160 > 1 > 176-189
Journal of Applied Econometrics > 25 > 2 > 233 - 261
Journal of International Economics > 2007 > 73 > 2 > 251-277
Journal of Econometrics > 2007 > 138 > 1 > 125-180
Journal of Financial Economics > 2001 > 61 > 1 > 43-76
Journal of International Financial Markets, Institutions & Money > 2000 > 10 > 2 > 107 - 130
Journal of Empirical Finance > 1997 > 4 > 2-3 > 115-158
Journal of Econometrics > 1997 > 77 > 2 > 343-377
Journal of Econometrics > 1997 > 76 > 1-2 > 397-403