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~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Federal Reserve Bank of Chicago"
~person:"Andersen, Torben"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Estimation
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Volatility
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1954-1995
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Andersen, Torben
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IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Working papers / Federal Reserve Bank of Chicago
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The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
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