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Exchange rate uncertainty and...
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Volatility
Volatilität
101
Theorie
54
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54
Time series analysis
40
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40
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39
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39
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30
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30
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28
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7
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7
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7
Option trading
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Optionsgeschäft
7
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101
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Lunde, Asger
8
Santucci de Magistris, Paolo
8
Bollerslev, Tim
7
Christiansen, Charlotte
7
Christoffersen, Peter F.
7
Todorov, Viktor
7
Andersen, Torben
6
Teräsvirta, Timo
6
Christensen, Bent Jesper
5
Hansen, Peter Reinhard
5
Hounyo, Ulrich
5
Podolskij, Mark
5
Jacobs, Kris
4
Silvennoinen, Annastiina
4
Veliyev, Bezirgen
4
Asgharian, Hossein
3
Barndorff-Nielsen, Ole E.
3
Christensen, Kim
3
Hou, Ai Jun
3
Rossi, Eduardo
3
Veraart, Almut E. D.
3
Violante, Francesco
3
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2
Andreasen, Martin Møller
2
Barletta, Andrea
2
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2
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2
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2
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2
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2
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2
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2
Meddahi, Nour
2
Olesen, Kasper V.
2
Pakkanen, Mikko S.
2
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2
Tsiaras, Leonidas
2
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2
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
416
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241
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224
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195
CESifo working papers
168
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117
CAMA working paper series
79
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77
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77
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71
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59
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36
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32
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31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
30
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30
Working papers / Rodney L. White Center for Financial Research
30
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28
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ECONIS (ZBW)
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1
Stochastic
volatility
and stochastic leverage
Veraart, Almut E. D.
;
Veraart, Luitgard
-
2009
Persistent link: https://www.econbiz.de/10003849550
Saved in:
2
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
Saved in:
3
Level shifts in
volatility
and the implied-realized
volatility
relation
Christensen, Bent Jesper
;
Santucci de Magistris, Paolo
-
2010
Persistent link: https://www.econbiz.de/10008651637
Saved in:
4
Dynamic models of exchange rate dependence using option prices and historical returns
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651727
Saved in:
5
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
6
A Jump-diffusion model with stochastic
volatility
and durations
Wei, Wei
;
Pelletier, Denis
-
2015
Persistent link: https://www.econbiz.de/10011327726
Saved in:
7
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
8
Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
9
Option valuation with observable
volatility
and jump dynamics
Christoffersen, Peter F.
;
Feunou, Bruno
;
Jeon, Yoontae
-
2015
Persistent link: https://www.econbiz.de/10011516993
Saved in:
10
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
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