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Bollerslev, Tim; Todorov, Viktor - 2011

Persistent link: https://www.econbiz.de/10009559410

Bollerslev, Tim; Todorov, Viktor - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2165-2211

Persistent link: https://www.econbiz.de/10009514108

Bollerslev, Tim - 2011

investigations are essentially model-free, involving new extreme value theory approximations and high-frequency intraday data for …

Persistent link: https://www.econbiz.de/10013133667

Bollerslev, Tim - 2009

probability measure from "medium" size jumps in high-frequency intraday prices and an extreme value theory approximation for the …

Persistent link: https://www.econbiz.de/10013158966

Lehnert, Thorsten; Lin, Yuehao; Wolff, Christiaan … - 2013

Persistent link: https://www.econbiz.de/10009723118

Arnerić, Josip; Aljinović, Zdravka; Poklepović, Tea - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 33 (2015) 2, pp. 235-256

Persistent link: https://www.econbiz.de/10011429565

Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022

Persistent link: https://www.econbiz.de/10012816005

Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584

Persistent link: https://www.econbiz.de/10001499744

Lazarov, Zdravetz N. - 2004

Persistent link: https://www.econbiz.de/10002613885

Hafner, Reinhold - 2004

volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …

Persistent link: https://www.econbiz.de/10002063039