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~person:"Andersen, Torben"
~person:"Gannon, Gerard L."
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Working Paper"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
9
Optionsgeschäft
9
Volatilität
6
Risikoprämie
5
Risk premium
5
Theorie
5
Theory
5
Modellierung
3
Scientific modelling
3
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Hedging
2
Index-Futures
2
Option pricing theory
2
Optionsanleihe
2
Optionspreistheorie
2
Schätzung
2
USA
2
United States
2
Warrant bond
2
Black-Scholes-Modell
1
Derivat
1
Derivative
1
Panel
1
Panel study
1
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7
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Book / Working Paper
8
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Working Paper
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8
Graue Literatur
8
Non-commercial literature
8
Article in journal
2
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English
8
Author
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Andersen, Torben
Gannon, Gerard L.
McAleer, Michael
6
Fusari, Nicola
5
Todorov, Viktor
5
Kräussl, Roman
4
Stork, Philip
4
Ahoniemi, Katja
3
Audrino, Francesco
3
Chang, Chia-Lin
3
Colangelo, Dominik
3
Collin-Dufresne, Pierre
3
Farkas, Walter
3
Giglio, Stefano
3
Kelly, Bryan T.
3
Kōnstantinidēs, Giōrgos
3
Neuhaus, Holger
3
Perrakis, Stylianos
3
Rockinger, Michael
3
Alòs, Elisa
2
Barbedo, Claudio Henrique da Silveira
2
Barras, Laurent
2
Benzoni, Luca
2
Brümmer, Bernhard
2
Chesney, Marc
2
Chng, Michael T.
2
Chourdakis, Kyriakos M.
2
Cici, Gjergji
2
Crameri, Remo
2
Dannemann, Tebbe
2
Dew-Becker, Ian
2
Felix, Luiz
2
Félix, Luiz
2
Glauben, Thomas
2
Goldstein, Robert S.
2
Gourier, Elise
2
Goyal, Amit
2
Guidolin, Massimo
2
Jackwerth, Jens Carsten
2
Jacobs, Kris
2
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CREATES research paper
3
School working papers / Accounting finance series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
2
Working paper / National Bureau of Economic Research, Inc.
2
Global COE Hi-Stat discussion paper series
1
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ECONIS (ZBW)
8
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
5
Trading performance of dynamic hedging models : time varying covariance and volatility transmission Effects
Chng, Michael T.
;
Gannon, Gerard L.
-
2009
Persistent link: https://www.econbiz.de/10003958883
Saved in:
6
The trading performance of dynamic hedging models : time varying covariance and volatility transmission effects
Chng, Michael T.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003794234
Saved in:
7
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
8
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
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