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~person:"Andersen, Torben"
~person:"Stulz, René M."
~subject:"Börsenkurs"
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Börsenkurs
Volatility
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Andersen, Torben
Stulz, René M.
Caporale, Guglielmo Maria
84
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45
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42
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35
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ECONIS (ZBW)
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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:
2
Why are US stocks more volatile?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2011
Persistent link: https://www.econbiz.de/10008906638
Saved in:
3
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
Saved in:
4
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
Persistent link: https://www.econbiz.de/10011528647
Saved in:
5
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
relation has roots in fundamentals as higher market risk predicts greater idiosyncratic earnings
volatility
and as firm …
Persistent link: https://www.econbiz.de/10011520321
Saved in:
6
When are analyst recommendation changes influential?
Loh, Roger K.
;
Stulz, René M.
-
2009
Persistent link: https://www.econbiz.de/10003844243
Saved in:
7
Do acquirers with more uncertain growth prospects gain less from acquisitions?
Moeller, Sara B.
;
Schlingemann, Frederik P.
;
Stulz, René M.
-
2004
Persistent link: https://www.econbiz.de/10002250744
Saved in:
8
Do acquirers with more uncertain growth prospects gain less from acquisitions?
Moeller, Sara B.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002453083
Saved in:
9
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
10
Some like it smooth, and some like it rough : untanging continuous and jump components in measuring, modeling, and forecasting asset return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001846702
Saved in:
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