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~accessRights:"restricted"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Della Corte, Pasquale"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Andersen, Torben
Christoffersen, Peter F.
Della Corte, Pasquale
Medeiros, Marcelo C.
Fernández-Villaverde, Jesús
7
Guerrón-Quintana, Pablo A.
6
Lettau, Martin
6
Ludvigson, Sydney C.
6
Rubio-Ramírez, Juan Francisco
6
Bekaert, Geert
5
Farmer, Roger E. A.
5
Giglio, Stefano
5
Kelly, Bryan T.
5
Aït-Sahalia, Yacine
4
Başak, Suleyman
4
Bianchi, Francesco
4
Caballero, Ricardo J.
4
Davis, Steven J.
4
Ghysels, Eric
4
Glaeser, Edward L.
4
Lustig, Hanno
4
Marcellino, Massimiliano
4
Moen, Espen R.
4
Nieuwerburgh, Stijn van
4
Perri, Fabrizio
4
Ravn, Morten O.
4
Sarno, Lucio
4
Simsek, Alp
4
Akcigit, Ufuk
3
Campos-Martins, Susana
3
Carlin, Bruce Ian
3
Carriero, Andrea
3
Daniel, Kent
3
Faia, Ester
3
Galí, Jordi
3
Gambetti, Luca
3
Hermansen, Mikkel Nørlem
3
Hoerova, Marie
3
Jeanne, Olivier
3
Kilian, Lutz
3
Koijen, Ralph S. J.
3
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3
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The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
2
Volatility
risk premia and exchange rate predictability?
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
-
2013
Persistent link: https://www.econbiz.de/10009786213
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
4
Spot and forward
volatility
in foreign exchange
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2010
Persistent link: https://www.econbiz.de/10003994498
Saved in:
5
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
-
2007
Persistent link: https://www.econbiz.de/10003618043
Saved in:
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