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~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Andersen, Torben"
~person:"Caporale, Guglielmo Maria"
~subject:"Cointegration"
~subject:"Hysteresis"
~subject:"Stock market"
~subject:"Volatilität"
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Andersen, Torben
Caporale, Guglielmo Maria
Nielsen, Morten Ørregaard
7
Johansen, Søren
6
Christiansen, Charlotte
4
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CREATES research paper
Economics and finance working paper series
49
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ECONIS (ZBW)
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Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
2
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
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