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~isPartOf:"BIS working papers"
~isPartOf:"CREATES research paper"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Medeiros, Marcelo C."
~person:"Rossi, Eduardo"
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Volatility
17
Volatilität
17
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7
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Medeiros, Marcelo C.
Rossi, Eduardo
Bollerslev, Tim
7
Santucci de Magistris, Paolo
7
Teräsvirta, Timo
6
Todorov, Viktor
6
Hansen, Peter Reinhard
5
Hounyo, Ulrich
4
Lunde, Asger
4
Silvennoinen, Annastiina
4
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Podolskij, Mark
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Amado, Cristina
2
Andreasen, Martin Møller
2
Asgharian, Hossein
2
Avdjiev, Stefan
2
Bennedsen, Mikkel
2
Caporin, Massimiliano
2
Christensen, Bent Jesper
2
Christoffersen, Peter F.
2
Fusari, Nicola
2
Hou, Ai Jun
2
Meddahi, Nour
2
Pakkanen, Mikko S.
2
Schmeling, Maik
2
Schrimpf, Andreas
2
Violante, Francesco
2
Xu, Lai
2
Zhou, Hao
2
Andreasen, Martin M.
1
Archakov, Ilya
1
Aslanidis, Nektarios
1
Babaoğlu, Kadir
1
Balke, Nathan S.
1
Barletta, Andrea
1
Benzoni, Luca
1
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BIS working papers
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
14
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7
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7
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6
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6
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6
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6
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5
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5
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5
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4
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3
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3
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3
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3
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3
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3
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3
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2
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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The North American journal of economics and finance : a journal of financial economics studies
2
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2
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1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economic modelling
1
Economics discussion papers
1
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
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1
The Economic Value of VIX ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
-
2019
-
This version: September 9, 2019
Persistent link: https://www.econbiz.de/10012316428
Saved in:
2
Economic policy uncertainty and long-run stock market
volatility
and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2018
Persistent link: https://www.econbiz.de/10011864884
Saved in:
3
Time-varying periodicity in intraday
volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
4
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
5
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
-
2016
Persistent link: https://www.econbiz.de/10011541711
Saved in:
6
Chasing
volatility
: a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010401692
Saved in:
7
Idiosyncratic
volatility
puzzle : influence of macro-finance factors
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2014
Persistent link: https://www.econbiz.de/10010433247
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
9
A comprehensive look at financial
volatility
prediction by economic variables
Christiansen, Charlotte
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2012
Persistent link: https://www.econbiz.de/10009535777
Saved in:
10
Coherent model-free implied
volatility
: a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
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