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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~person:"Andersen, Torben"
~person:"Jacobs, Kris"
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Volatilität
Estimation
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Schätzung
3
Volatility
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Option pricing theory
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Article in journal
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Andersen, Torben
Jacobs, Kris
Bollerslev, Tim
5
Todorov, Viktor
4
Christoffersen, Peter F.
3
Fusari, Nicola
2
Kelly, Bryan T.
2
Amaya, Diego
1
Aït-Sahalia, Yacine
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Della Corte, Pasquale
1
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Hendershott, Terrence
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Journal of financial economics
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial markets
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Quantitative economics : QE ; journal of the Econometric Society
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The journal of finance : the journal of the American Finance Association
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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
Saved in:
2
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
3
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
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