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~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"The review of economics and statistics"
~person:"Andersen, Torben"
~subject:"CAPM"
~subject:"Volatility"
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Andersen, Torben
Caporale, Guglielmo Maria
35
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Economics and finance working paper series
Journal of financial economics
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The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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2
The distribution of realized stock return volatility
Andersen, Torben
(
contributor
)
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
Saved in:
3
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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