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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Buch, Claudia M."
~person:"Fusari, Nicola"
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Volatility
Estimation
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Buch, Claudia M.
Fusari, Nicola
Bollerslev, Tim
5
Todorov, Viktor
4
Caporale, Guglielmo Maria
3
Christoffersen, Peter F.
3
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2
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Journal of financial economics
Journal of international money and finance
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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
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
3
Financial openness and business cycle volatility
Buch, Claudia M.
;
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Journal of international money and finance
24
(
2005
)
5
,
pp. 744-765
Persistent link: https://www.econbiz.de/10002972550
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