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CREATES research paper
The journal of derivatives : the official publication of the International Association of Financial Engineers
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VPIN and the flash crash
Andersen, Torben
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Bondarenko, Oleg
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2011
Persistent link: https://www.econbiz.de/10009385068
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Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
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Bondarenko, Oleg
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Gonzalez-Perez, Maria T.
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2011
Persistent link: https://www.econbiz.de/10009385071
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The fine structure of equity-index option dynamics
Andersen, Torben
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Bondarenko, Oleg
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Todorov, Viktor
; …
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2013
Persistent link: https://www.econbiz.de/10010226774
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Assessing measures of order flow toxicity via perfect trade classification
Andersen, Torben
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Bondarenko, Oleg
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2013
Persistent link: https://www.econbiz.de/10010226859
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Reflecting on the VPN dispute
Andersen, Torben
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Bondarenko, Oleg
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2013
Persistent link: https://www.econbiz.de/10010226863
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