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~isPartOf:"CREATES research paper"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
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Stock market
Time series analysis
Volatilität
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Volatility
6
Börsenkurs
2
Modellierung
2
Scientific modelling
2
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2
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Stochastischer Prozess
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Option pricing theory
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Optionspreistheorie
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Risikoprämie
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Risk premium
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Andersen, Torben
Degiannakis, Stavros
Hammoudeh, Shawkat
Yoon, Seong-min
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
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Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
Amado, Cristina
2
Andreasen, Martin Møller
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Barletta, Andrea
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Bennedsen, Mikkel
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Caporin, Massimiliano
2
Ergemen, Yunus Emre
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Fusari, Nicola
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Grassi, Stefano
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Heston, Steven L.
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Kristensen, Dennis
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Kruse, Robinson
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Meddahi, Nour
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Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
Proietti, Tommaso
2
Tsiaras, Leonidas
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Voev, Valeri
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Xu, Lai
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CREATES research paper
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
6
The journal of finance : the journal of the American Finance Association
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CFS working paper series
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International review of economics & finance : IREF
5
The energy journal
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Global finance journal
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Pacific-Basin finance journal
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Research in international business and finance
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Energy policy
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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International economic review
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Journal of empirical finance
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ECONIS (ZBW)
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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
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:
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