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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Volatilität
Theorie
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203
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203
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179
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105
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Andersen, Torben
Franses, Philip Hans
McAleer, Michael
243
Gupta, Rangan
220
Caporale, Guglielmo Maria
133
Bouri, Elie
103
Bollerslev, Tim
98
Ma, Feng
93
Chang, Chia-Lin
90
Pierdzioch, Christian
78
Spagnolo, Nicola
74
Hammoudeh, Shawkat
73
Bahmani-Oskooee, Mohsen
72
Tiwari, Aviral Kumar
64
Diebold, Francis X.
61
Härdle, Wolfgang
60
Koopman, Siem Jan
56
Gil-Alaña, Luis A.
54
Kang, Sang Hoon
54
Asai, Manabu
53
Mensi, Walid
52
Wohar, Mark E.
52
Clements, Adam
51
Todorov, Viktor
51
McMillan, David G.
50
Salisu, Afees A.
49
Caporin, Massimiliano
48
Aizenman, Joshua
47
Dijk, Dick van
46
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Mumtaz, Haroon
44
Tauchen, George Eugene
44
Demirer, Rıza
43
Kočenda, Evžen
43
Zhang, Yaojie
43
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42
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42
Corbet, Shaen
42
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42
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Industrial marketing management : the international journal for industrial and high-tech firms
1
International finance discussion papers
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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1
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ECONIS (ZBW)
105
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31
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010354451
Saved in:
32
Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
33
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
34
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:
35
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
36
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
37
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
38
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
Saved in:
39
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
40
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
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