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~isPartOf:"CREATES Research Papers"
~isPartOf:"Economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Andersen, Torben"
~person:"Andreou, Panayiotis C."
~subject:"Volatilität"
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Volatilität
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Andersen, Torben
Andreou, Panayiotis C.
Gupta, Rangan
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CREATES Research Papers
Economics letters
Journal of banking & finance
Journal of financial economics
Journal of econometrics
4
CFS working paper series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Review of quantitative finance and accounting
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ECONIS (ZBW)
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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
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Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
94
(
2018
),
pp. 315-336
Persistent link: https://www.econbiz.de/10011966661
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