Exploring Return Dynamics via Corridor Implied Volatility

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Standard

Exploring Return Dynamics via Corridor Implied Volatility. / Andersen, Torben Gustav; Bondarenko, Oleg; Gonzalez-Perez, Maria T.

I: Review of Financial Studies, Bind 28, Nr. 10, 2015, s. 2902-2945.

Publikation: Bidrag til tidsskrift/Konferencebidrag i tidsskrift /Bidrag til avisTidsskriftartikelForskningpeer review

Harvard

Andersen, TG, Bondarenko, O & Gonzalez-Perez, MT 2015, 'Exploring Return Dynamics via Corridor Implied Volatility', Review of Financial Studies, bind 28, nr. 10, s. 2902-2945. https://doi.org/10.1093/rfs/hhv033

APA

Andersen, T. G., Bondarenko, O., & Gonzalez-Perez, M. T. (2015). Exploring Return Dynamics via Corridor Implied Volatility. Review of Financial Studies, 28(10), 2902-2945. https://doi.org/10.1093/rfs/hhv033

CBE

Andersen TG, Bondarenko O, Gonzalez-Perez MT. 2015. Exploring Return Dynamics via Corridor Implied Volatility. Review of Financial Studies. 28(10):2902-2945. https://doi.org/10.1093/rfs/hhv033

MLA

Andersen, Torben Gustav, Oleg Bondarenko og Maria T. Gonzalez-Perez. "Exploring Return Dynamics via Corridor Implied Volatility". Review of Financial Studies. 2015, 28(10). 2902-2945. https://doi.org/10.1093/rfs/hhv033

Vancouver

Andersen TG, Bondarenko O, Gonzalez-Perez MT. Exploring Return Dynamics via Corridor Implied Volatility. Review of Financial Studies. 2015;28(10):2902-2945. https://doi.org/10.1093/rfs/hhv033

Author

Andersen, Torben Gustav ; Bondarenko, Oleg ; Gonzalez-Perez, Maria T. / Exploring Return Dynamics via Corridor Implied Volatility. I: Review of Financial Studies. 2015 ; Bind 28, Nr. 10. s. 2902-2945.

Bibtex

@article{0dd9f8cb34794e028f84253818b58761,
title = "Exploring Return Dynamics via Corridor Implied Volatility",
author = "Andersen, {Torben Gustav} and Oleg Bondarenko and Gonzalez-Perez, {Maria T.}",
year = "2015",
doi = "10.1093/rfs/hhv033",
language = "English",
volume = "28",
pages = "2902--2945",
journal = "Review of Financial Studies",
issn = "0893-9454",
publisher = "Oxford University Press",
number = "10",

}

RIS

TY - JOUR

T1 - Exploring Return Dynamics via Corridor Implied Volatility

AU - Andersen, Torben Gustav

AU - Bondarenko, Oleg

AU - Gonzalez-Perez, Maria T.

PY - 2015

Y1 - 2015

U2 - 10.1093/rfs/hhv033

DO - 10.1093/rfs/hhv033

M3 - Journal article

VL - 28

SP - 2902

EP - 2945

JO - Review of Financial Studies

JF - Review of Financial Studies

SN - 0893-9454

IS - 10

ER -