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~isPartOf:"Journal of financial economics"
~language:"eng"
~person:"Andersen, Torben"
~person:"Brooks, Robert D."
~person:"Caporale, Guglielmo Maria"
~subject:"Singapore"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Andersen, Torben
Brooks, Robert D.
Caporale, Guglielmo Maria
Bollerslev, Tim
5
Christoffersen, Peter F.
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Jacobs, Kris
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Journal of financial economics
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The journal of finance : the journal of the American Finance Association
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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
Saved in:
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:
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