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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Anderegg, Benjamin"
~person:"Andersen, Torben"
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Volatility
Estimation
2
Option pricing theory
2
Optionspreistheorie
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Schätzung
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Volatilität
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ARCH model
1
ARCH-Modell
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CAPM
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Anderegg, Benjamin
Andersen, Torben
Bollerslev, Tim
5
Todorov, Viktor
4
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Ali, Faek Menla
2
Bekaert, Geert
2
Fusari, Nicola
2
Jacobs, Kris
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Sornette, Didier
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Vu, Nam T.
2
Wu, Jing Cynthia
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Bagnarosa, Guillaume
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Journal of financial economics
Journal of international money and finance
Journal of econometrics
4
Working paper / National Bureau of Economic Research, Inc.
4
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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Cahier / Départment de Sciences Économiques, Université de Montréal
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Global COE Hi-Stat discussion paper series
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International economic review
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Journal of financial markets
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The impact of option hedging on the spot market volatility
Anderegg, Benjamin
;
Ulmann, Florian Michael Till
; …
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013435214
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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