Torben Gustav Andersen
Original record- Institution
- Yale University
- Year
- 1992
- Country
- United States
- MGP identifier
- 118640
Dissertation: Return Volatility and Trading Volume in Financial Markets: An Information Flow Interpretation of Stochastic Volatility
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1
- Peter Charles Bonest PhillipsLondon School of Economics and Political Science · 1974
Students 9
| Name | Institution | Year | Students |
|---|---|---|---|
| Luca Benzoni | Northwestern University | 2001 | 0 |
| Ashish Das | Northwestern University | 2000 | 1 |
| Vadim di Pietro | Northwestern Univers | — | 0 |
| Dobrislav Dobrev | Northwestern University | 2007 | 0 |
| Qianqiu Liu | Northwestern University | 2003 | 0 |
| Dimitry Novikov | Northwestern University | 2004 | 0 |
| Stephen Gregory Sapp | Northwestern University | 1999 | 0 |
| Niels Schuehle | Northwestern University | 2008 | 0 |
| Arne David Staal | Northwestern University | 2006 | 0 |