For biographical information, please refer to the publication.
Torben G. Andersen
Working Papers
- Stochastic Volatility
Torben G. Andersen, Luca Benzoni | 2009 | No. 2009-04 | September
Download - Realized Volatility
Torben G. Andersen, Luca Benzoni | 2008 | No. 2008-14 | June
Download - Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specifcation Test for Affine Term Structure Models
Torben G. Andersen, Luca Benzoni | 2006 | No. 2006-15
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