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~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Forecasting model"
~person:"Andersen, Torben"
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Behavioural finance
Black-Scholes model
Index futures
Forecasting model
Option trading
10
Optionsgeschäft
10
Risikoprämie
6
Risk premium
6
Volatility
6
Volatilität
6
Option pricing theory
5
Optionspreistheorie
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Modellierung
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Scientific modelling
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Index-Futures
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Panel
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Panel study
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Aktienindex
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Black-Scholes-Modell
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Derivat
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Derivative
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High-frequency data
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Implied volatility
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Induktive Statistik
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Stable process
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Statistical inference
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Stochastic volatility
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Stock index
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VIX index
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inference
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jumps
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latent state vector
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option pricing
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Andersen, Torben
Ryu, Doojin
12
Thomsett, Michael C.
12
Bernales, Alejandro
9
Perrakis, Stylianos
9
Zhang, Jin E.
9
Gehricke, Sebastian A.
6
Kang, Jangkoo
6
Orosi, Greg
6
Wang, Yaw-Huei
6
Wese Simen, Chardin
6
Choy, Siu Kai
5
Cici, Gjergji
5
Constantinides, George M.
5
Fodor, Andy
5
Han, Bing
5
Jackwerth, Jens Carsten
5
Kräussl, Roman
5
Kühn, Christoph
5
Lung, Peter P.
5
Muravyev, Dmitriy
5
Muzzioli, Silvia
5
Palacios, Luis-Felipe
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Ruan, Xinfeng
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Singh, Vipul Kumar
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Stork, Philip
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Voukelatos, Nikolaos
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Wystup, Uwe
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Zanette, Antonino
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Ahoniemi, Katja
4
Alexander, Carol
4
Borochin, Paul
4
Chance, Don M.
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Corrado, Charles Joseph
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Czerwonko, Michal
4
Fusai, Gianluca
4
Fusari, Nicola
4
Griebsch, Susanne
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Journal of econometrics
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ECONIS (ZBW)
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797609
Saved in:
2
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442402
Saved in:
3
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
4
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
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