Narrow search
Showing 81 - 90 of 1,471
Cover Image
Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10010202343
Cover Image
Financial risk measurement for financial risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2013
Persistent link: https://www.econbiz.de/10009696029
Cover Image
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Journal of econometrics 169 (2012) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10009666722
Cover Image
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Econometric theory 30 (2014) 1, pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Cover Image
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2009
Persistent link: https://www.econbiz.de/10003909988
Cover Image
Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10009539803
Cover Image
Financial risk measurement for financial risk management
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2012
Persistent link: https://www.econbiz.de/10009553634
Cover Image
Parametric inference and dynamic state recovery from option panels
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2012
Persistent link: https://www.econbiz.de/10009524097
Cover Image
A functional filtering and neighborhood truncation approach to integrated quarticity estimation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - 2011
Persistent link: https://www.econbiz.de/10009230319
Cover Image
The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010442402