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~isPartOf:"Applied economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~language:"eng"
~person:"Andersen, Torben"
~person:"Dette, Holger"
~person:"Sibbertsen, Philipp"
~subject:"Volatility"
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Volatility
Volatilität
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
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USA
2
United States
2
2011-2014
1
ARCH model
1
ARCH-Modell
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Andersen, Torben
Dette, Holger
Sibbertsen, Philipp
Zhu, Huiming
3
Benzoni, Luca
2
Coronado, Semei
2
Kim, Jong-Min
2
Romero, Rafael
2
Ajmi, Ahdi Noomen
1
Allen, David E.
1
Aït-Sahalia, Yacine
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Balcilar, Mehmet
1
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Bollerslev, Tim
1
Bryan, Michael F.
1
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1
Cecchetti, Stephen G.
1
Chen, Yixiang
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Collin-Dufresne, Pierre
1
Diebold, Francis X.
1
Dufitinema, Josephine
1
El Montasser, Ghassen
1
Feuerriegel, Stefan
1
Freyberger, Joachim
1
Fusari, Nicola
1
Gefang, Deborah
1
Ghysels, Eric
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Goldstein, Robert S.
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Guo, Peng
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Huang, Rui
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Hwang, Sun Young
1
Johnes, Geraint
1
Jung, Hojin
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1
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Applied economics
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Econometric theory
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Finance and stochastics
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Financial Institutions Center
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International finance discussion papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk and financial management : JRFM
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Special section on small-sample properties of generalized method of moments (GMM)
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Technical working paper / National Bureau of Economic Research
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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 pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
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2
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
3
Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
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