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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Andersen, Torben"
~subject:"Börsenkurs"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
Volatilität
Volatility
6
USA
5
United States
5
Ankündigungseffekt
3
Announcement effect
3
1992-1993
2
Deutsche Mark
2
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2
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Article in journal
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Andersen, Torben
Lakonishok, Josef
8
O'Hara, Maureen
7
Schultz, Paul H.
7
Shleifer, Andrei
7
Subrahmanyam, Avanidhar
7
Titman, Sheridan
7
Amihud, Yakov
6
Whaley, Robert E.
6
Easley, David
5
Hasbrouck, Joel
5
Lee, Charles M. C.
5
Ritter, Jay
5
Stulz, René M.
5
Thaler, Richard H.
5
Viswanathan, S.
5
Aggarwal, Reena
4
Bollerslev, Tim
4
Caporale, Guglielmo Maria
4
Choudhry, Taufiq
4
Corwin, Shane Anthony
4
Denis, David J.
4
Eberhart, Allan C.
4
Harvey, Campbell R.
4
Hirshleifer, David
4
Hong, Harrison G.
4
Jegadeesh, Narasimhan
4
Madhavan, Ananth Narayan
4
McConnell, John J.
4
Vishny, Robert W.
4
Womack, Kent
4
Bailey, Warren
3
Ball, Clifford A.
3
Bansal, Ravi
3
Bekaert, Geert
3
Bossaerts, Peter L.
3
Cakici, Nusret
3
Campbell, John Y.
3
Chan, Louis K. C.
3
Chen, Nai-fu
3
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Journal of international money and finance
The journal of finance : the journal of the American Finance Association
Journal of econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International economic review
2
Journal of financial economics
2
Journal of financial markets
2
Econometric theory
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
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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
The American economic review
1
The review of economics and statistics
1
The review of financial studies
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ECONIS (ZBW)
6
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1
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1335-1386
Persistent link: https://www.econbiz.de/10011738723
Saved in:
2
Do bonds span volatility risk in the US treasury market? : a specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
- In:
The journal of finance : the journal of the American …
65
(
2010
)
2
,
pp. 603-653
Persistent link: https://www.econbiz.de/10003962242
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
4
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Saved in:
5
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
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