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~isPartOf:"Econometric theory"
~isPartOf:"Journal of international economics"
~person:"Schaumburg, Ernst"
~person:"Todorov, Viktor"
~person:"Vega, Clara"
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Option pricing theory
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Schaumburg, Ernst
Todorov, Viktor
Vega, Clara
Andersen, Torben
6
Andersen, Torben G.
3
Varneskov, Rasmus Tangsgaard
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Andersen, Torben M.
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Beier, Niels C.
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Bollerslev, Tim
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Econometric theory
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Spatial dependence in option observation errors
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
37
(
2021
)
2
,
pp. 205-247
Persistent link: https://www.econbiz.de/10012505388
Saved in:
2
Inference for option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
35
(
2019
)
5
,
pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
Saved in:
3
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
4
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of international economics
73
(
2007
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10003586320
Saved in:
5
Real-time price discovery in global stock, bond and foreign exchange markets
Andersen, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Journal of international economics
73
(
2007
)
2
,
pp. 251-277
Persistent link: https://www.econbiz.de/10007873466
Saved in:
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