//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Andersen, Torben"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Smiling at Evolution
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
98
Volatilität
98
Theorie
45
Theory
45
Capital income
33
Kapitaleinkommen
33
Time series analysis
24
Zeitreihenanalyse
24
USA
23
United States
23
Börsenkurs
22
Estimation
22
Schätzung
22
Share price
22
Forecasting model
21
Prognoseverfahren
21
Stochastic process
20
Stochastischer Prozess
20
ARCH model
17
ARCH-Modell
17
Financial market
11
Finanzmarkt
11
Estimation theory
10
Schätztheorie
10
Exchange rate
9
Market microstructure
9
Marktmikrostruktur
9
Option pricing theory
9
Optionspreistheorie
9
Statistical distribution
9
Statistische Verteilung
9
Wechselkurs
9
Option trading
8
Optionsgeschäft
8
Ankündigungseffekt
7
Announcement effect
7
Deutschland
7
Electronic trading
7
Elektronisches Handelssystem
7
Germany
7
more ...
less ...
Online availability
All
Free
38
Undetermined
16
Type of publication
All
Book / Working Paper
53
Article
48
Type of publication (narrower categories)
All
Arbeitspapier
49
Working Paper
49
Graue Literatur
45
Non-commercial literature
45
Article in journal
41
Aufsatz in Zeitschrift
41
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
101
Author
All
Andersen, Torben
McAleer, Michael
410
Gupta, Rangan
243
Caporale, Guglielmo Maria
209
Chang, Chia-Lin
153
Bollerslev, Tim
152
Härdle, Wolfgang
142
Diebold, Francis X.
124
Chiarella, Carl
119
Koopman, Siem Jan
119
Madan, Dilip B.
119
Pierdzioch, Christian
117
Bouri, Elie
113
Fabozzi, Frank J.
113
Witt, Ulrich
112
Phillips, Peter C. B.
110
Aizenman, Joshua
103
Hodgson, Geoffrey M.
103
Spagnolo, Nicola
101
Engle, Robert F.
96
Pyka, Andreas
96
Ma, Feng
94
Lux, Thomas
91
Platen, Eckhard
86
Hautsch, Nikolaus
84
Cui, Zhenyu
83
Hammoudeh, Shawkat
83
Bekaert, Geert
81
Gil-Alaña, Luis A.
81
Takahashi, Akihiko
77
Todorov, Viktor
77
Bahmani-Oskooee, Mohsen
76
Christoffersen, Peter F.
74
Foster, John
74
Caporin, Massimiliano
73
Carr, Peter
73
Dosi, Giovanni
73
Prokopczuk, Marcel
72
Benth, Fred Espen
71
Buch, Claudia M.
71
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
2
National Bureau of Economic Research
1
Rodney L. White Center for Financial Research
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
12
CREATES research paper
7
The journal of finance : the journal of the American Finance Association
6
CFS working paper series
5
Working papers / Financial Institutions Center
5
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial Institutions Center
3
Working papers / Federal Reserve Bank of Chicago
3
Foreign exchange markets
2
Global COE Hi-Stat discussion paper series
2
Handbook of financial time series
2
International economic review
2
Journal of financial economics
2
Journal of financial markets
2
American Economic Review papers and proceedings
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Discussion papers / Institute of Economics, University of Copenhagen
1
Economics discussion papers
1
Edward Elgar E-Book Archive
1
Edward Elgar books
1
Elgaronline
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
NBER working paper series
1
NES working paper series : working paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of finance : journal of the European Finance Association
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
101
Showing
1
-
10
of
101
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic
volatility
Andersen, Torben
;
Benzoni, Luca
-
2009
Persistent link: https://www.econbiz.de/10003880159
Saved in:
2
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
4
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
Saved in:
5
Construction and interpretation of model-free implied
volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
6
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
Saved in:
7
Realized
volatility
Andersen, Torben
(
contributor
);
Benzoni, Luca
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003786282
Saved in:
8
Stochastic
volatility
: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
9
Stochastic
volatility
: origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
10
Stoachastic
volatility
: origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->