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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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The distribution of realized stock return volatility
Andersen, Torben (contributor) - In: Journal of financial economics 61 (2001) 1, pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
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Systemic co-jumps
Caporin, Massimiliano; Kolokolov, Aleksey; Renò, Roberto - In: Journal of financial economics 126 (2017) 3, pp. 563-591
Persistent link: https://www.econbiz.de/10011818207