Search Results - Thyrsgaard, Martin

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  1. 1
    Time-Varying Periodicity in Intraday Volatility

    Time-Varying Periodicity in Intraday Volatility by Andersen, Torben G., Thyrsgaard, Martin, Todorov, Viktor

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  2. 2
    The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing

    The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing by Christensen, Kim, Thyrsgaard, Martin, Veliyev, Bezirgen

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  3. 3
    Intraday cross-sectional distributions of systematic risk

    Intraday cross-sectional distributions of systematic risk by Andersen, Torben G., Riva, Raul, Thyrsgaard, Martin, Todorov, Viktor

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  4. 4
    Predicting Bond Return Predictability

    Predicting Bond Return Predictability by Borup, Daniel, Eriksen, Jonas N., Kjær, Mads M., Thyrsgaard, Martin

    Published in Management science
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  5. 5
    Recalcitrant betas: Intraday variation in the cross-sectional dispersion of systematic risk

    Recalcitrant betas: Intraday variation in the cross-sectional dispersion of systematic risk by Andersen, Torben, Thyrsgaard, Martin, Todorov, Viktor

    Published in Quantitative economics
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  6. 6
    Optimal sequential treatment allocation

    Optimal sequential treatment allocation by Kock, Anders Bredahl, Thyrsgaard, Martin

    Published in arXiv.org
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  7. 7
    Cross-Sectional Dispersion of Risk in Trading Time

    Cross-Sectional Dispersion of Risk in Trading Time

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