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~isPartOf:"The review of financial studies"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
Measurement
Monte-Carlo-Simulation
Theorie
United States
USA
3
Volatility
3
Volatilität
3
Aktienoption
2
Index derivative
2
Indexderivat
2
Option pricing theory
2
Optionspreistheorie
2
Stock option
2
1996-2004
1
1996-2010
1
2008-2010
1
Aktienindex
1
Beta risk
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Betafaktor
1
Capital income
1
Capital market returns
1
Index construction
1
Indexberechnung
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Stochastic process
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Aufsatz in Zeitschrift
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Andersen, Torben
Christoffersen, Peter F.
Diebold, Francis X.
Medeiros, Marcelo C.
Schwartz, Eduardo S.
3
Trolle, Anders B.
3
Atmaz, Adem
2
Başak, Suleyman
2
Bekaert, Geert
2
Da, Zhi
2
Deuskar, Prachi
2
Engle, Robert F.
2
Gao, Pengjie
2
Han, Yufeng
2
Harford, Jarrad V. T.
2
Jacobs, Kris
2
Morellec, Erwan
2
Neuberger, Anthony
2
Richardson, Matthew
2
Shaliastovich, Ivan
2
Veronesi, Pietro
2
Weisbach, Michael S.
2
Werner, Ingrid M.
2
Wu, Guojun
2
Abdi, Farshid
1
Agrawal, Ashwini K.
1
Ajello, Andrea
1
Amin, Kaushik I.
1
Andrei, Daniel
1
Ang, Andrew
1
Anh L. Tran
1
Avramov, Doron
1
Aït-Sahalia, Yacine
1
Babina, Tania
1
Back, Kerry E.
1
Bakshi, Gurdip S.
1
Banerjee, Snehal
1
Bansal, Ravi
1
Bao, Jack
1
Ben-David, Itzhak
1
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The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
21
Working papers / Financial Institutions Center
9
Journal of econometrics
8
CREATES research paper
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
CFS working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working papers / Rodney L. White Center for Financial Research
6
Financial Institutions Center
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial economics
3
Journal of financial markets
3
Working papers / Penn Institute for Economic Research
3
CFS Working Paper
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working papers / Federal Reserve Bank of Chicago
2
American Economic Review papers and proceedings
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economic policy review
1
Economics discussion papers
1
Economía chilena
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
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ECONIS (ZBW)
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1
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
2
Exploring return dynamics via corridor implied
volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
3
Volatility
dynamics for the S&P500 : evidence from realized
volatility
, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
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