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~isPartOf:"CREATES research paper"
~person:"Andersen, Torben"
~person:"Fusari, Nicola"
~person:"Gatarek, Lukasz"
~person:"Rosenbaum, Mathieu"
~type_genre:"Arbeitspapier"
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Andersen, Torben
Fusari, Nicola
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Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
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Gatarek, Lukasz
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2014
Persistent link: https://www.econbiz.de/10010418991
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
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Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10009524097
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3
Testing the local volatility assumption : a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
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2011
Persistent link: https://www.econbiz.de/10008807427
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4
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
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2009
Persistent link: https://www.econbiz.de/10003892558
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