Author's search
Search query
Career Stage
Junior Researcher Senior LeadingGender
Female MaleCountry
Sort by
ONE Index Relevance Docs
846 authors found
quering by "Variance swap"
.
Showing
the first 25
sort by ONE Index.
|
961
One Index
|
AฤฑฬtโSahalia, Yacine PhD |
202 docs (1993 - 2024)
Volatility Modeling , Asset Pricing , Volatility , Realized Volatility , Option Pricing |
|
955
One Index
|
Torben G. Andersen PhD 0009-0004-0397-000X |
230 docs (1991 - 2023)
Realized Volatility , Volatility , Volatility Modeling , Realized variance , Volatility Spillovers |
|
930
One Index
|
Zhou, Hao PhD 0000-0002-4715-5486 |
122 docs (2000 - 2024)
Variance risk premium , Predictability , Volatility Modeling , Realized Volatility , Stock (firearms) |
|
921
One Index
|
Ole Eiler BarndorffโNielsen PhD |
494 docs (1961 - 2020)
Volatility Modeling , Realized Volatility , Quadratic variation , Volatility , Realized variance |
|
908
One Index
|
Carr, Peter PhD 0000-0002-1628-8454 |
274 docs (1974 - 2024)
Option Pricing , Volatility Modeling , Asset Pricing , Realized Volatility , Volatility |
|
905
One Index
|
Catania, Leopoldo PhD 0000-0002-0981-1921 |
91 docs (2014 - 2024)
Realized Volatility , Univariate , Volatility , GARCH Models , R package |
|
904
One Index
|
Baur, Dirk G. PhD 0000-0002-0185-0424 |
241 docs (2001 - 2024)
Stock (firearms) , Safe haven , Economic Policy Uncertainty , Gold standard (test) , Equity (law) |
|
897
One Index
|
Shephard, Neil PhD 0000-0001-8230-9754 |
325 docs (1989 - 2023)
Volatility Modeling , Realized Volatility , Volatility , Multivariate Analysis , Realized variance |
|
890
One Index
|
Davis, Mark PhD 0000-0002-1108-3898 |
395 docs (1928 - 2023)
Volatility Modeling , Asset Pricing , Option Pricing , Stochastic control , Jump Diffusion |
|
882
One Index
|
Wese Simen, Chardin PhD 0000-0003-4119-3024 |
56 docs (2013 - 2024)
Variance risk premium , Stock (firearms) , Realized Volatility , Equity (law) , Predictability |
|
880
One Index
|
Alexander, Carol PhD 0000-0003-1247-0184 |
302 docs (1971 - 2024)
Volatility Modeling , Option Pricing , Equity (law) , Realized Volatility , Volatility |
|
872
One Index
|
Carr, Peter PhD 0000-0002-5403-1369 |
514 docs (1966 - 2024)
High-Performance Liquid Chromatography (HPLC) , Liquid Chromatography , Hydrophilic Interaction Chromatography (HILIC) , Two-Dimensional Chromatography , Gas Chromatography |
|
872
One Index
|
Tankov, Peter PhD 0000-0003-4882-9806 |
209 docs (2000 - 2024)
Volatility Modeling , Option Pricing , Asset Pricing , Monte Carlo Simulations , Electricity Market Reform |
|
871
One Index
|
Song, Zhaogang PhD 0000-0002-4556-2061 |
76 docs (2011 - 2023)
Asset Pricing , Treasury , Volatility Modeling , Liquidity Risk , Behavioral Finance |
|
871
One Index
|
Filis, George PhD 0000-0002-4912-0973 |
156 docs (2002 - 2024)
Oil Price Shocks , Stock (firearms) , Volatility Spillovers , Economic Policy Uncertainty , Spillover effect |
|
868
One Index
|
Wu, Liuren PhD 0000-0001-7222-2102 |
195 docs (1997 - 2024)
Option Pricing , Volatility Modeling , Asset Pricing , Term Structure Models , Behavioral Finance |
|
867
One Index
|
Todorova, Neda PhD 0000-0002-0839-0571 |
72 docs (2011 - 2024)
Volatility Spillovers , Realized Volatility , Realized variance , Volatility , Oil Price Shocks |
|
867
One Index
|
Jia, Yue PhD 0000-0001-8013-4540 |
112 docs (2008 - 2024)
Mutation Testing , Search-Based Testing , Software testing , Software Defect Prediction , Automated Testing |
|
861
One Index
|
Floros, Christos PhD 0000-0002-1801-2929 |
188 docs (2004 - 2024)
Stock (firearms) , Volatility , Realized Volatility , Volatility Spillovers , Banking |
|
859
One Index
|
Rombotus, Jeroen PhD 0000-0003-2255-4875 |
131 docs (2002 - 2024)
Multivariate Analysis , Realized Volatility , GARCH Models , Volatility Modeling , Option Pricing |
|
858
One Index
|
He, Xin-Jiang PhD 0000-0003-1429-5463 |
80 docs (2014 - 2024)
Option Pricing , Volatility Modeling , Heston model , Variance swap , Realized Volatility |
|
857
One Index
|
Nielsen, Morten รrregaard PhD 0000-0002-1337-9844 |
187 docs (2001 - 2024)
Vector autoregression , Multivariate Analysis , Realized Volatility , Covariance Estimation , CVAR |
|
855
One Index
|
Naifar, Nader PhD 0000-0001-9554-8236 |
77 docs (2005 - 2024)
Sukuk , Credit Spread Changes , Islamic Banking , Stock (firearms) , Quantile |
|
854
One Index
|
Bernard, Carole PhD 0000-0002-3996-9260 |
236 docs (2000 - 2024)
Option Pricing , Portfolio Optimization , Volatility Modeling , Insurance , Robust Optimization |
|
851
One Index
|
Gkillas, Konstantinos PhD 0000-0001-8790-080X |
118 docs (2008 - 2024)
Realized variance , Predictability , Stock (firearms) , Economic Policy Uncertainty , Volatility Spillovers |
