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~person:"Albulescu, Claudiu Tiberiu"
~person:"Andersen, Torben"
~subject:"Kapitaleinkommen"
~subject:"Risk management"
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Kapitaleinkommen
Risk management
Futures
5
Volatility
4
Volatilität
4
USA
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United States
3
1990-2002
2
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2
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2008-2011
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high-frequency trad-ing
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invariance
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Albulescu, Claudiu Tiberiu
Andersen, Torben
Levich, Richard M.
7
Pojarliev, Momtchil
7
Hamilton, James D.
5
Okimoto, Tatsuyoshi
5
Dowd, Kevin
4
Bollerslev, Tim
3
Broll, Udo
3
Diebold, Francis X.
3
Horcher, Karen A.
3
Jorion, Philippe
3
Rudolph, Bernd
3
Chang, Chia-Lin
2
Dempsey, Michael
2
Hofmann, Ingo
2
Hofmann, Rolf
2
Lai, Yu-Sheng
2
McAleer, Michael
2
Schulmeister, Stephan
2
Schäfer, Klaus
2
Shi, Weihua
2
Wahl, Jack E.
2
Wang, Yu-Ann
2
Adelegan, Olatundun Janet
1
Alexakis, Panayotis D.
1
Allen, Linda
1
Andersen, Torben G.
1
Banks, Erik
1
Bansal, Vipul K.
1
Bellini, Simone
1
Boberski, David
1
Boudoukh, Jacob
1
Brooks, Chris
1
Calado, João Paulo Tomé
1
Chan, Howard Wei-hong
1
Co, Richard
1
Cramon-Taubadel, Stephan von
1
Cuthbertson, Keith
1
Deng, Jun
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Annals of operations research
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The review of economics and statistics
1
Working papers / Financial Institutions Center
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ECONIS (ZBW)
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Financial modeling and risk management of energy and environmental instruments and derivates
Jana, Rabin K.
(
ed.
);
Tiwari, Aviral Kumar
(
ed.
); …
-
2022
Persistent link: https://www.econbiz.de/10013288059
Saved in:
2
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
3
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
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