Torben Andersen

  • 11051 Citations
1994 …2020

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2010

Realized Volatility and Multipower Variation

Andersen, T. G. & Todorov, V. S., 2010, Encyclopedia of Quantitative Finance. Cont, R., Barndorff-Nielsen, O. & Renault, E. (eds.). John Wiley & Sons, Ltd.

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary

2009

Stochastic Volatility

Andersen, T. G. & Benzoni, L., 2009, Encyclopedia of Complexity and Systems Science. Meyers, R. & Mizrach, B. (eds.). 1st ed. Springer-Verlag New York Publishers, p. 8783-8815 33 p.

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary

2008

Realized Volatility

Andersen, T. G., 2008, The New Palgrave Dictionary of Economics. Durlauf, S. N. & Blume, L. E. (eds.). 2nd ed. Palgrave Macmillan

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary

Volatility Modeling

Andersen, T. G., 2008, Encyclopedia of Quantitative Risk Analysis and Assessment. Melnick, E. L. & Everitt, B. S. (eds.). 1st ed. John Wiley & Sons, Ltd., Vol. 4.

Research output: Chapter in Book/Report/Conference proceedingEntry for encyclopedia/dictionary