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subject:"Schock"
subject:"Volatilität"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Andersen, Torben"
~person:"Kang, Sang Hoon"
~subject:"EU-Staaten"
~subject:"Welt"
~type_genre:"Article in journal"
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Schock
Volatilität
EU-Staaten
Welt
1953-1996
1
Black-Scholes model
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Black-Scholes-Modell
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Börsenkurs
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Capital income
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Estimation
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Kapitaleinkommen
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Schätzung
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Stochastic process
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Andersen, Torben
Kang, Sang Hoon
Cornelli, Francesca
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Fleming, Jeff
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Goldreich, David
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Ljungqvist, Alexander
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An, Byeong-Je
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Ang, Andrew
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Bakshi, Gurdip S.
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The journal of finance : the journal of the American Finance Association
The North American journal of economics and finance : a journal of financial economics studies
7
Journal of econometrics
4
International review of economics & finance : IREF
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Borsa Istanbul Review
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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International economic review
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International journal of emerging markets
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International review of financial analysis
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Journal of applied econometrics
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Journal of financial economics
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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Quantitative economics : QE ; journal of the Econometric Society
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Research in international business and finance
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The Korean economic review
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The quarterly review of economics and finance
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ECONIS (ZBW)
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An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
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