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~isPartOf:"CREATES research paper"
~isPartOf:"Working papers / Federal Reserve Bank of Chicago"
~person:"Andersen, Torben"
~type:"book"
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Andersen, Torben
Christiansen, Charlotte
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Todorov, Viktor
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CREATES research paper
Working papers / Federal Reserve Bank of Chicago
Working paper / National Bureau of Economic Research, Inc.
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The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
2
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
3
Realized volatility
Andersen, Torben
(
contributor
);
Benzoni, Luca
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003786282
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