Torben G. Andersen

1. Real-time price discovery in global stock, bond and foreign exchange markets
   2007/04/25 by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold +1 · 10 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies
2. Some Reflections on Analysis of High-Frequency Data
   2000/04/01 by Torben G. Andersen · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies