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~isPartOf:"CREATES research paper"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Medeiros, Marcelo C."
~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
Share price
6
Capital income
5
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5
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4
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4
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4
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Allen, David E.
Andersen, Torben
Christiansen, Charlotte
Medeiros, Marcelo C.
Gupta, Rangan
10
Bollerslev, Tim
7
Kang, Sang Hoon
7
Santucci de Magistris, Paolo
7
Mensi, Walid
6
Teräsvirta, Timo
6
Todorov, Viktor
6
Hammoudeh, Shawkat
5
Hansen, Peter Reinhard
5
Xuan Vinh Vo
5
Caporin, Massimiliano
4
Dai, Zhifeng
4
Hounyo, Ulrich
4
Lunde, Asger
4
McAleer, Michael
4
Qiao, Gaoxiu
4
Silvennoinen, Annastiina
4
Wohar, Mark E.
4
Wu, Xinyu
4
Zhuang, Xintian
4
Barndorff-Nielsen, Ole E.
3
Chang, Chia-Lin
3
Christensen, Kim
3
Gao, Yang
3
Li, Yanshuang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Podolskij, Mark
3
Rossi, Eduardo
3
Su, Xianfang
3
Ur Rehman, Mobeen
3
Veliyev, Bezirgen
3
Veraart, Almut E. D.
3
Wang, Jian
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
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CREATES research paper
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
14
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Discussion paper / Tinbergen Institute
6
Journal of econometrics
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working paper
6
Econometric Institute research papers
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Working papers / Financial Institutions Center
5
CFS working paper series
3
Financial Institutions Center
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of financial markets
3
Journal of risk and financial management : JRFM
3
Applied economics
2
Econometric reviews
2
Econometric theory
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
Journal of international financial markets, institutions & money
2
Tinbergen Institute Discussion Paper
2
Working papers / Federal Reserve Bank of Chicago
2
American Economic Review papers and proceedings
1
BIS working papers
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
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All
ECONIS (ZBW)
12
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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
Time-varying periodicity in intraday
volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
3
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
4
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:
5
Efficient modelling and forecasting with range based
volatility
models and its application
Kok Haur Ng
;
Peiris, Shelton
;
Chan, Jennifer So-kuen
; …
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 448-460
Persistent link: https://www.econbiz.de/10011938162
Saved in:
6
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:
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
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:
10
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
1
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