Torben Gustav Andersen


Ph.D. Yale University 1992 UnitedStates
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: Peter Charles Bonest Phillips

Click here to see the students ordered by family name.

di Pietro, VadimNorthwestern University
Sapp, StephenNorthwestern University1999
Das, AshishNorthwestern University20001
Benzoni, LucaNorthwestern University2001
Liu, QianqiuNorthwestern University2003
Novikov, DimitryNorthwestern University2004
Staal, ArneNorthwestern University2006
Dobrev, DobrislavNorthwestern University2007
Schuehle, NielsNorthwestern University2008

According to our current on-line database, Torben Andersen has 9 students and 10 descendants.
We welcome any additional information.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 118640 for the advisor ID.