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~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"bul"
~language:"ell"
~language:"eng"
~language:"hrv"
~language:"nor"
~person:"Andersen, Torben"
~subject:"Consumer behaviour"
~subject:"Impact assessment"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Ratgeber"
~type_genre:"Working Paper"
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Consumer behaviour
Impact assessment
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Theorie
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7
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4
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4
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Andersen, Torben
Bollerslev, Tim
11
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10
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8
Lunde, Asger
8
Santucci de Magistris, Paolo
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7
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7
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6
Drechsler, Itamar
6
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6
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5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Savov, Alexi
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
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3
Asgharian, Hossein
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3
Barndorff-Nielsen, Ole E.
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CREATES research paper
Working papers / Rodney L. White Center for Financial Research
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17
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11
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ECONIS (ZBW)
8
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1
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
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
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:
4
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:
5
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
6
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
7
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
8
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
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