//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Andersen, Torben"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Option trading"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
10
Optionsgeschäft
10
Risikoprämie
6
Risk premium
6
Volatilität
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Modellierung
4
Scientific modelling
4
Index-Futures
3
Panel
2
Panel study
2
Aktienindex
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
Estimation
1
Experiment
1
High-frequency data
1
Implied volatility
1
Induktive Statistik
1
Jump activity
1
Kolmogorov-Smirnov test
1
Schätzung
1
Stable process
1
Statistical inference
1
Stochastic volatility
1
Stock index
1
VIX index
1
inference
1
jumps
1
latent state vector
1
option pricing
1
more ...
less ...
Online availability
All
Free
5
Undetermined
2
Type of publication
All
Book / Working Paper
6
Article
2
Type of publication (narrower categories)
All
Article in journal
Working Paper
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Aufsatz in Zeitschrift
2
Language
All
English
8
Author
All
Andersen, Torben
Ryu, Doojin
18
Zhang, Jin E.
15
Todorov, Viktor
10
Carr, Peter
9
Wang, Xingchun
9
McAleer, Michael
8
Ruan, Xinfeng
8
Farkas, Walter
7
Fodor, Andy
7
Fusari, Nicola
7
Yang, Heejin
7
Bernales, Alejandro
6
Fusai, Gianluca
6
Gehricke, Sebastian A.
6
Guo, Biao
6
Kim, Sol
6
Kirkby, J. Lars
6
Lung, Peter P.
6
Shaikh, Imlak
6
Wu, Liuren
6
Zanette, Antonino
6
Alòs, Elisa
5
Doran, James S.
5
Drimus, Gabriel
5
Elliott, Robert J.
5
Giglio, Stefano
5
Härdle, Wolfgang
5
Kelly, Bryan T.
5
Kräussl, Roman
5
Muzzioli, Silvia
5
Padhi, Puja
5
Pirjol, Dan
5
Rockinger, Michael
5
Singh, Vipul Kumar
5
Stork, Philip
5
Zhu, Lingjiong
5
Agarwalla, Sobhesh Kumar
4
Ahoniemi, Katja
4
Alexander, Carol
4
more ...
less ...
Published in...
All
CREATES research paper
3
Working paper / National Bureau of Economic Research, Inc.
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Global COE Hi-Stat discussion paper series
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
6
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:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->