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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Anderegg, Benjamin"
~person:"Kelly, Bryan T."
~source:"econis"
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Volatility
Estimation
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Schätzung
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Theorie
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Theory
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Volatilität
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Anderegg, Benjamin
Kelly, Bryan T.
Bollerslev, Tim
5
Todorov, Viktor
4
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
Ali, Faek Menla
2
Bekaert, Geert
2
Fusari, Nicola
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Jacobs, Kris
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Aït-Sahalia, Yacine
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Journal of financial economics
Journal of international money and finance
Working paper / National Bureau of Economic Research, Inc.
4
NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Journal of political economy
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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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
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
3
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
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