Author:
Rombouts Jeroen V.K.,Stentoft Lars,Violante Francesco
Funder
Agence Nationale de la Recherche
Subject
Applied Mathematics,Economics and Econometrics
Reference48 articles.
1. Ait-Sahalia, Y., Karaman, M., Mancini, L., 2018. The term structure of variance swaps, risk premia and the expectation hypothesis. Working paper.
2. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;Rev. Econ. Stat.,2007
3. The distribution of realized stock return volatility;Andersen;J. Financ. Econ.,2001
4. The distribution of realized exchange rate volatility;Andersen;J. Amer. Statist. Assoc.,2001
5. Exploring return dynamics via corridor implied volatility;Andersen;Rev. Financ. Stud.,2015
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献