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~isPartOf:"CREATES research paper"
~language:"ell"
~language:"eng"
~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Schjelderup, Guttorm"
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Volatility
3
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3
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2
Induktive Statistik
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Option trading
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Optionsgeschäft
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Panel
2
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Andersen, Torben
Gupta, Rangan
Schjelderup, Guttorm
Nielsen, Morten Ørregaard
18
Teräsvirta, Timo
14
Christiansen, Charlotte
12
Johansen, Søren
12
Andreasen, Martin Møller
9
Christensen, Kim
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8
Ergemen, Yunus Emre
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7
Parra-Alvarez, Juan Carlos
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Podolskij, Mark
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7
Todorov, Viktor
7
Borup, Daniel
6
Christensen, Bent Jesper
6
Engsted, Tom
6
Hillebrand, Eric
6
Rodríguez-Caballero, Carlos Vladimir
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Silvennoinen, Annastiina
6
Fusari, Nicola
5
Hounyo, Ulrich
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Varneskov, Rasmus Tangsgaard
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Veliyev, Bezirgen
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Violante, Francesco
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Grønborg, Niels S.
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Kang, Jian
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Lunde, Asger
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MacKinnon, James G.
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4
Pedersen, Thomas Q.
4
Thyrsgaard, Martin
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Asgharian, Hossein
3
Aslanidis, Nektarios
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CREATES research paper
Department of Economics working paper series
33
Discussion paper / Department of Business and Management Science
31
Discussion paper / Norwegian School of Economics and Business Administration, Department of Economics
20
Discussion paper / NHH, Department of Economics
18
International business and economics research journal
16
Working papers / University of Connecticut, Department of Economics
13
CFS working paper series
5
Discussion papers / Norwegian School of Economics and Business Administration
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Energy economics
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International journal of the economics of business
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The South African journal of economics
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Working paper / Department of Economics, Copenhagen Business School
4
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Global Research Unit working paper
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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CESifo working papers
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CoFE discussion papers
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Economics letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Tourism economics : the business and finance of tourism and recreation
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Working Paper Series of the Department of Economics, University of Konstanz
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Annals of financial economics
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Arbeidsnotat / Stiftelsen for Samfunns- og Næringslivsforskning
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Cardiff Economics Working Papers
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Cardiff economics working papers
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Department of Economics discussion paper series / University of Oxford
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Discussion Papers in Economics
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ECONIS (ZBW)
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1
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
2
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797489
Saved in:
3
Option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
-
2018
Persistent link: https://www.econbiz.de/10011797494
Saved in:
4
Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
6
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
Saved in:
7
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
8
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:
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