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19篇 您的检索式：作者名="TG Andersen"

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		题名	作者	年代	出处	被引量
	1	Modelling and forecasting realized volatility 显示文摘	Andersen TG Bollerslev T Diebod FX	2003	Econometrica2003，71，2：	1
	2	Continuous -time models, realized volatilities, and testable dis- tributional implications for daily stock returns显示文摘	Andersen TG Bollerslev T Frederiksen P	2010	Journal of applied econometrics2010，25，：	1
	3	Answering the skeptics: Yes, standard volatility models do provide accurate forecasts 显示文摘	Andersen TG Bollerslev T	1998	International Economic Review1998，39，：	1
	4	Improved sensitivity and specificity of a single measurement of serum progesterone over serial quantitative beta-human chorionic gonadotrophin in screening for ectopic pregnancy显示文摘	Stovall TG Ling FW Andersen RN		0，，05：	1
	5	The Distribution of Realized Stock Return Volatility显示文摘	TG Andersen T Bollerslev FX Diebold	2001	Journal of Financial Economics2001，，61：	1
	6	Roughing it up: including jump components in the measurement, model- ing and forecasting of return volatility显示文摘	Andersen TG Bollerslev T Diebold FX	2007	Review of Economics and Statistics2007，89，：	1
	7	Great realizations显示文摘	Andersen TG Bollerslev T Diebold FX	2000	Risk2000，13，：	1
	8	The peri-operative cytokine response in infants and yang children following major surgery显示文摘	Hansen TG Tonnesen E Andersen JB	1998	Eur J Anaesthesiol1998，15，：	1
	9	The peri-operative cytokine response in infants and yang children following major surgery显示文摘	Hansen TG Tonnesen E Andersen JB	1998	Eur J Anaesthesiol1998，15，：	1
	10	Modeling and forecasting realized volatility显示文摘	Andersen TG Bollerslev T Diebold FX Labys P	2003	Econometrica2003，71，：	1
	11	The Distribution of Realized Stock Return Volatility显示文摘	Andersen TG Bollerslev T Diebold FX Ebens H	2001	Journal of Financial Economics2001，61，1：	1
	12	Answering the Skeptics:Yes,Standard Volatility Models Do Provide Ac-curate Forecasts显示文摘	Andersen TG Bollerslev T	1998	International Economic Review1998，39，4：	1
	13	Roughing It Up:Including Jump Components in the Mea-surement,Modeling and Forecasting of Return Volatility显示文摘	Andersen TG Bollerslev T Diebold FX	2007	The Review of Economics and Statistics2007，89，4：	1
	14	Answering the skeptics:Yes,standard volatility models do provide accurate forecasts显示文摘	Andersen TG Bollerslev T	1998	International Economic Review1998，39，4：	1
	15	Roughing it up:Including jump components in the measurement,modeling andforecasting of return volatility显示文摘	Andersen TG Bollerslev T Diebold FX	2007	The Review of Economics andStatistics2007，89，4：	1
	16	Exchange rate returns standardized by realized volatility are (nearly) Gaussian显示文摘	Andersen TG Bollerslev T Diebold FX Labys P	2000	Multinational Finance Journal2000，4，：	1
	17	The distributionof realized exchange rate volatility显示文摘	Andersen TG Bollerslev T Diebold FX	2001	Journal of the AmericanStatistical Association2001，96，：	1
	18	Roughing it up including jump components in the measurement,modeling and forecasting of return volatility显示文摘	Tg Andersen T B F D	2007	The Review of Economics and Statistics2007，89，4：	1
	19	Modeling and forecasting realized volatility显示文摘	Andersen TG Bollerslev T Diebold FX	2003	Econometrica2003，71，2：	1

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