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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Swiss Finance Institute Research Paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Andersen, Torben"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
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Andersen, Torben
Malamud, Semyon
12
Sornette, Didier
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Soner, Halil Mete
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Muhle-Karbe, Johannes
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Management science : journal of the Institute for Operations Research and the Management Sciences
Swiss Finance Institute Research Paper
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
14
Journal of econometrics
6
Working papers / Financial Institutions Center
6
CFS working paper series
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of economic forecasting ; Vol. 1
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Journal of applied econometrics
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Journal of empirical finance
1
Journal of financial markets
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NBER reporter online
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Special section on small-sample properties of generalized method of moments (GMM)
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Symposium on forecasting and empirical methods in macroeconomics and finance
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Technical working paper / National Bureau of Economic Research
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The American economic review
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The review of economics and statistics
1
The review of financial studies
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Tools and techniques
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
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1
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
2
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
3
Heterogeneous
information
arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
4
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
5
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
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