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ECONIS (ZBW)
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Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
2
Why are put options so expensive?
Bondarenko, Oleg
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10010473494
Saved in:
3
Statistical arbitrage and securities prices
Bondarenko, Oleg
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 875-919
Persistent link: https://www.econbiz.de/10001794939
Saved in:
4
Estimation of risk-neutral densities using positive convolution approximation
Bondarenko, Oleg
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001772142
Saved in:
5
Competing market makers, liquidity provision, and bid-ask spreads
Bondarenko, Oleg
- In:
Journal of financial markets
4
(
2001
)
3
,
pp. 2269-308
Persistent link: https://www.econbiz.de/10001587948
Saved in:
6
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
7
A general framework for the derivation of asset price bounds : an application to stochastic volatility option models
Bondarenko, Oleg
;
Rodríguez Longarela, Iñaki
- In:
Review of derivatives research
12
(
2009
)
2
,
pp. 81-107
Persistent link: https://www.econbiz.de/10003874302
Saved in:
8
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
9
Assessing measures of order flow toxicity and early warning signals for market turbulence
Andersen, Torben
;
Bondarenko, Oleg
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
1
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011343064
Saved in:
10
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
-
2013
Persistent link: https://www.econbiz.de/10010226774
Saved in:
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