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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Andersen, Torben"
~subject:"Investmentfonds"
~subject:"USA"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Investmentfonds
USA
Volatilität
Volatility
6
United States
5
Ankündigungseffekt
3
Announcement effect
3
1992-1993
2
Börsenkurs
2
Deutsche Mark
2
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Article in journal
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Andersen, Torben
Titman, Sheridan
13
Michaely, Roni
12
Fama, Eugene F.
11
French, Kenneth Ronald
11
Whaley, Robert E.
11
Lakonishok, Josef
10
Longstaff, Francis A.
10
O'Hara, Maureen
10
Schultz, Paul H.
10
Graham, John R.
9
Hong, Harrison G.
9
Travlos, Nickolaos G.
9
Stulz, René M.
8
Ferson, Wayne E.
7
Harris, Jeffrey H.
7
Kaplan, Steven N.
7
Lee, Charles M. C.
7
Lemmon, Michael L.
7
Lerner, Joshua
7
McConnell, John J.
7
Moskowitz, Tobias J.
7
Pástor, Ľuboš
7
Rajan, Raghuram Govind
7
Ritter, Jay
7
Schwartz, Eduardo S.
7
Starks, Laura T.
7
Stein, Jeremy C.
7
Thaler, Richard H.
7
Ang, Andrew
6
Battalio, Robert H.
6
Campbell, John Y.
6
Chordia, Tarun
6
Conrad, Jennifer S.
6
Corwin, Shane Anthony
6
Elton, Edwin J.
6
Goetzmann, William N.
6
Harvey, Campbell R.
6
Hasbrouck, Joel
6
Jagannathan, Ravi
6
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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
Economic inquiry : journal of the Western Economic Association International
2
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
Journal of international economics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
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)
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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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