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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Andersen, Torben"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
Volatility
6
USA
5
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3
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3
1992-1993
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Article in journal
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Andersen, Torben
Frino, Alex
10
Gupta, Rangan
10
Ma, Feng
10
Tse, Yiuman
10
Wohar, Mark E.
10
Daigler, Robert T.
9
Whaley, Robert E.
9
Zhang, Jin E.
9
Chan, Kam C.
8
Lakonishok, Josef
8
Lien, Da-hsiang Donald
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Subrahmanyam, Avanidhar
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Bali, Turan G.
7
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7
Hammoudeh, Shawkat
7
O'Hara, Maureen
7
Schultz, Paul H.
7
Shleifer, Andrei
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Titman, Sheridan
7
Tiwari, Aviral Kumar
7
Wang, George H. K.
7
Amihud, Yakov
6
Chatrath, Arjun
6
Cheng, Louis T. W.
6
Chung, Huimin
6
Ederington, Louis H.
6
Lung, Peter P.
6
Luo, Xingguo
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McMillan, David G.
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Ryu, Doojin
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Wu, Chunchi
6
Yin, Libo
6
Abakah, Emmanuel Joel Aikins
5
Aggarwal, Reena
5
Bohl, Martin T.
5
Bouri, Elie
5
Brooks, Robert
5
Chen, Jing
5
Chen, Yu-Lun
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International review of economics & finance : IREF
Journal of international money and finance
The journal of finance : the journal of the American Finance Association
The journal of futures markets
Journal of econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
2
Journal of financial economics
2
Journal of financial markets
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Econometric theory
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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Review of finance : journal of the European Finance Association
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Special section on small-sample properties of generalized method of moments (GMM)
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The review of economics and statistics
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ECONIS (ZBW)
6
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1
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
2
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
4
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
5
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
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