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~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Finance and Economics Discussion Series"
~language:"eng"
~person:"Andersen, Torben"
~type:"book"
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Induktive Statistik
2
Option trading
2
Optionsgeschäft
2
Panel
2
Panel study
2
Risikoprämie
2
Risk premium
2
Statistical inference
2
Theorie
2
Theory
2
Volatility
2
Volatilität
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ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
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Autocorrelation
1
Autokorrelation
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Bayes-Statistik
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Bayesian inference
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Börsenkurs
1
CAPM
1
Capital income
1
Estimation
1
Estimation theory
1
Forecasting model
1
Index derivative
1
Index futures
1
Index-Futures
1
Indexderivat
1
Kapitaleinkommen
1
Market liquidity
1
Marktliquidität
1
Nichtparametrische Schätzung
1
Nonparametric estimation
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
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Arbeitspapier
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Graue Literatur
7
Non-commercial literature
7
Working Paper
7
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English
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Andersen, Torben
Nielsen, Morten Ørregaard
18
Teräsvirta, Timo
14
Berger, Allen N.
12
Christiansen, Charlotte
12
Johansen, Søren
12
Kiley, Michael T.
11
Andreasen, Martin Møller
9
Christensen, Kim
9
Bennedsen, Mikkel
8
Ergemen, Yunus Emre
8
Edge, Rochelle M.
7
Kallestrup-Lamb, Malene
7
Parra-Alvarez, Juan Carlos
7
Podolskij, Mark
7
Santucci de Magistris, Paolo
7
Todorov, Viktor
7
Zhou, Hao
7
Bollerslev, Tim
6
Borup, Daniel
6
Christensen, Bent Jesper
6
Engsted, Tom
6
Hillebrand, Eric
6
Rodríguez-Caballero, Carlos Vladimir
6
Silvennoinen, Annastiina
6
Udell, Gregory F.
6
Williams, John C.
6
Wolken, John D.
6
Figura, Andrew
5
Fusari, Nicola
5
Hancock, Diana
5
Hounyo, Ulrich
5
Passmore, Wayne
5
Sherlund, Shane M.
5
Varneskov, Rasmus Tangsgaard
5
Veliyev, Bezirgen
5
Violante, Francesco
5
Brevoort, Kenneth P.
4
Cohen, Darrel
4
Corrado, Carol
4
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CREATES research paper
Finance and Economics Discussion Series
CFS working paper series
5
Working papers / Rodney L. White Center for Financial Research
2
Department of Economics discussion paper series / University of Oxford
1
Global COE Hi-Stat discussion paper series
1
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ECONIS (ZBW)
7
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The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
2
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797489
Saved in:
3
Option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797494
Saved in:
4
Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
6
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
7
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
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