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~person:"Andersen, Torben"
~person:"Karmakar, Sayar"
~person:"Medeiros, Marcelo C."
~person:"Merton, Robert C."
~subject:"Measurement"
~subject:"Stochastischer Prozess"
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Search: subject:"Volatility"
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Measurement
Stochastischer Prozess
Volatilität
150
Volatility
148
Theorie
57
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57
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50
Forecasting model
48
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44
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44
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40
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38
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32
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Andersen, Torben
Karmakar, Sayar
Medeiros, Marcelo C.
Merton, Robert C.
McAleer, Michael
70
Asai, Manabu
40
Koopman, Siem Jan
39
Todorov, Viktor
35
Chan, Joshua
34
Cui, Zhenyu
33
Chiarella, Carl
29
Clark, Todd E.
25
Escobar, Marcos
25
Mumtaz, Haroon
25
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Bos, Charles S.
21
Diebold, Francis X.
21
Fouque, Jean-Pierre
21
Bollerslev, Tim
20
Platen, Eckhard
20
Yu, Jun
20
Carriero, Andrea
19
Nguyen, Duy
19
Marcellino, Massimiliano
18
Alòs, Elisa
17
Grasselli, Martino
17
Hafner, Christian M.
17
Martin, Gael M.
17
Takahashi, Akihiko
17
Härdle, Wolfgang
16
Kang, Boda
16
Renò, Roberto
16
Rodriguez, Gabriel
16
Wong, Hoi Ying
16
Branger, Nicole
15
Caporin, Massimiliano
15
Chan, Joshua C. C.
15
Jacquier, Antoine (Jack)
15
Benth, Fred Espen
14
Carr, Peter
14
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14
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3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
32
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1
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32
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1
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
2
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
4
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:
5
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
6
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:
7
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:
8
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
9
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
10
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
1
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