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1
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:
2
Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Saved in:
3
Reflecting on the VPIN dispute
Andersen, Torben
;
Bondarenko, Oleg
- In:
Journal of financial markets
17
(
2014
),
pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
Saved in:
4
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
;
O'Hara, Maureen
- In:
Journal of financial markets
17
(
2014
),
pp. 1-46
Persistent link: https://www.econbiz.de/10010436257
Saved in:
5
VPIN and the flash crash
Andersen, Torben
;
Bondarenko, Oleg
-
2011
Persistent link: https://www.econbiz.de/10009385068
Saved in:
6
Coherent model-free implied volatility : a corridor fix for high-frequency VIX
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
-
2011
Persistent link: https://www.econbiz.de/10009385071
Saved in:
7
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
-
2013
Persistent link: https://www.econbiz.de/10010226774
Saved in:
8
Assessing measures of order flow toxicity via perfect trade classification
Andersen, Torben
;
Bondarenko, Oleg
-
2013
Persistent link: https://www.econbiz.de/10010226859
Saved in:
9
Reflecting on the VPN dispute
Andersen, Torben
;
Bondarenko, Oleg
-
2013
Persistent link: https://www.econbiz.de/10010226863
Saved in:
10
Intraday trading invariancein the E-mini S&P 500 futures market
Andersen, Torben
;
Bondarenko, Oleg
;
Kyle, Albert S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012494219
Saved in:
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