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~isPartOf:"CREATES research paper"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bauwens, Luc"
~person:"Caporin, Massimiliano"
~person:"Medeiros, Marcelo C."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Thesis"
~type_genre:"Working Paper"
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Volatility
8
Volatilität
8
Theorie
4
Theory
4
Börsenkurs
2
Modellierung
2
Scientific modelling
2
Share price
2
Stochastic process
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Aufsatz in Zeitschrift
Systematic review
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Allen, David E.
Andersen, Torben
Bauwens, Luc
Caporin, Massimiliano
Medeiros, Marcelo C.
Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
Amado, Cristina
2
Andreasen, Martin Møller
2
Barletta, Andrea
2
Bennedsen, Mikkel
2
Ergemen, Yunus Emre
2
Fusari, Nicola
2
Grassi, Stefano
2
Heston, Steven L.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
Proietti, Tommaso
2
Tsiaras, Leonidas
2
Voev, Valeri
2
Xu, Lai
2
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CREATES research paper
Journal of econometrics
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Tinbergen Institute
13
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
12
Tinbergen Institute Discussion Paper
12
CORE discussion papers : DP
11
Econometric Institute research papers
11
Working paper
10
School of Accounting, Finance and Economics & FEMARC working paper series
8
Texto para discussão
8
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
International review of economics & finance : IREF
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers / Financial Institutions Center
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of risk and financial management : JRFM
4
Working papers
4
Working papers on finance
4
Applied economics
3
Discussion papers / UCL, Département des Sciences Economiques
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial Institutions Center
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of financial markets
3
SAFE working paper
3
Working papers / Federal Reserve Bank of Chicago
3
CORE discussion paper : DP
2
Econometric theory
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
Journal of economic surveys
2
Journal of financial econometrics
2
LIDAM discussion paper CORE
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ECONIS (ZBW)
8
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1
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
Saved in:
3
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:
4
Volatility
jumps and their economic determinants
Caporin, Massimiliano
;
Rossi, Edward
;
Santucci de …
-
2014
Persistent link: https://www.econbiz.de/10010394556
Saved in:
5
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:
6
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:
7
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
8
Realized
volatility
and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
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