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~isPartOf:"Journal of banking & finance"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"bul"
~language:"ell"
~language:"eng"
~language:"hrv"
~language:"nor"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~subject:"Consumer behaviour"
~subject:"Impact assessment"
~subject:"Konsumentenverhalten"
~subject:"Monetary policy"
~subject:"Volatility"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Bibliographie enthalten"
~type_genre:"Conference paper"
~type_genre:"Ratgeber"
~type_genre:"Working Paper"
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Consumer behaviour
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Andersen, Torben
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6
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Journal of banking & finance
Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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1
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
2
Option valuation with observable volatility and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10011585489
Saved in:
3
Real-time price discovery in stock, bond and foreign exchange markets
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229579
Saved in:
4
Financial asset returns, direction-of-change forecasting and volatility
Christoffersen, Peter F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10003229525
Saved in:
5
Parametric and nonparametric volatility measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10003229526
Saved in:
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