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~accessRights:"free"
~person:"Andersen, Torben"
~subject:"Börsenkurs"
~subject:"Capital income"
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Börsenkurs
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37
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Andersen, Torben
Caporale, Guglielmo Maria
100
McAleer, Michael
70
Gupta, Rangan
61
Bollerslev, Tim
52
Hautsch, Nikolaus
39
Diebold, Francis X.
37
Pierdzioch, Christian
36
Spagnolo, Nicola
34
Bekaert, Geert
30
Gil-Alaña, Luis A.
29
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29
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24
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22
Koopman, Siem Jan
21
Allen, David E.
20
Chang, Chia-Lin
20
Entorf, Horst
20
Stulz, René M.
20
Todorov, Viktor
20
Andersen, Torben G.
19
Bali, Turan G.
19
Lux, Thomas
19
Bouri, Elie
17
Kočenda, Evžen
17
Stambaugh, Robert F.
17
Ait-Sahalia, Yacine
16
Ang, Andrew
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Bansal, Ravi
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Bartram, Söhnke M.
16
Bohl, Martin T.
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16
Caporin, Massimiliano
15
Hale, Galina
15
Lüders, Erik
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ECONIS (ZBW)
17
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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
The distribution of exchange rate
volatility
Andersen, Torben
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001427024
Saved in:
3
Realized
volatility
Andersen, Torben
(
contributor
);
Benzoni, Luca
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003786282
Saved in:
4
Realized
volatility
and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
5
No-arbitrage semi-martingale restrictions for continuous-time
volatility
models subject to leverage effects, jumps and i.i.d. noise : theory and testable distributional implication...
Andersen, Torben
;
Bollerslev, Tim
;
Dobrev, Dobrislav
-
2007
intraday data and nonparametric
volatility
measures, along with a new jump detection technique and appropriate conditional … alleviate microstructure frictions for realized
volatility
estimation. Size and power of the procedure are explored through …
Persistent link: https://www.econbiz.de/10003442519
Saved in:
6
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:
7
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
8
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:
9
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:
10
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
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