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~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"Working papers in economics and econometrics"
~person:"Andersen, Torben"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Measurement"
~subject:"Messung"
~subject:"Optionsgeschäft"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Measurement
Messung
Optionsgeschäft
Prognoseverfahren
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Volatility
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Volatilität
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ARCH-Modell
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Capital income
1
Estimation
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Estimation theory
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Kapitaleinkommen
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Modellierung
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Multivariate Analyse
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Multivariate analysis
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Option trading
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Risikoprämie
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Risk premium
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Schätztheorie
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Andersen, Torben
Liao, Yin
Medeiros, Marcelo C.
Watanabe, Toshiaki
4
Anderson, Heather M.
2
Omori, Yasuhiro
2
Vahid, Farshid
2
Yu, Jun
2
Corsi, Fulvio
1
Fulop, Andras
1
Fusari, Nicola
1
Gomis-Porqueras, Pedro
1
Heaney, Richard A.
1
Hooper, Vincent J.
1
Ishida, Isao
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Kam, Timothy
1
Lee, Junsang
1
Li, Junye
1
Nakajima, Jouchi
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Phillips, Peter C. B.
1
Pirino, Davide
1
Renò, Roberto
1
Takahashi, Makoto
1
Todorov, Viktor
1
Ubukata, Masato
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Yamaguchi, Shintaro
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Global COE Hi-Stat discussion paper series
Working papers in economics and econometrics
Working paper / National Bureau of Economic Research, Inc.
9
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Working papers / Financial Institutions Center
4
CFS working paper series
3
Econometric Institute research papers
3
Financial Institutions Center
3
Texto para discussão
3
Working paper
3
CREATES research paper
2
NCER working paper series
2
CAMA working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
International finance discussion papers
1
Technical working paper / National Bureau of Economic Research
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working papers / Federal Reserve Bank of Chicago
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
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2
Do jumps matter? : forecasting multivariate realized
volatility
allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008657960
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