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~person:"Andersen, Torben G."
~person:"Ebina, Takeshi"
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Search: subject:"Continuous Time"
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realized volatility
11
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9
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Andersen, Torben G.
Ebina, Takeshi
Posch, Olaf
30
Wälde, Klaus
20
Friedman, Daniel
15
Bollerslev, Tim
14
Oprea, Ryan
14
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14
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11
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8
Guo, Xianping
8
Parra-Alvarez, Juan Carlos
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Prieto-Rumeau, Tomás
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Bayer, Christian
7
Behringer, Stefan
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Benndorf, Volker
7
Chambers, Marcus J.
7
Hong, Yongmiao
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Park, Joon Y.
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Yu, Jun
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1
Demand uncertainty, product differentiation, and entry timing under spatial competition
Ebina, Takeshi
;
Matsushima, Noriaki
;
Nishide, Katsumasa
-
2017
continuous-time
spatial competition duopoly model a la d'Aspremont et al. (1979). Under a sequential equilibrium, the threshold …
Persistent link: https://www.econbiz.de/10012013675
Saved in:
2
Product differentiation and entry timing in a
continuous-time
spatial competition model with vertical relations
Ebina, Takeshi
;
Matsushima, Noriaki
-
2017
We study the entry timing and location decisions of two exclusive buyer-supplier relationships in a
continuous-time
…
Persistent link: https://www.econbiz.de/10012013677
Saved in:
3
Product differentiation and entry timing in a
continuous-time
spatial competition model with vertical relations
Ebina, Takeshi
;
Matsushima, Noriaki
-
2017
We study the entry timing and location decisions of two exclusive buyer-supplier relationships in a
continuous-time
…
Persistent link: https://www.econbiz.de/10011723843
Saved in:
4
Demand uncertainty, product differentiation, and entry timing under spatial competition
Ebina, Takeshi
;
Matsushima, Noriaki
;
Nishide, Katsumasa
-
2017
continuous-time
spatial competition duopoly model a la d'Aspremont et al. (1979). Under a sequential equilibrium, the threshold …
Persistent link: https://www.econbiz.de/10011671810
Saved in:
5
Product differentiation and entry timing in a
continuous
time
spatial competition model
Ebina, Takeshi
;
Matsushima, Noriaki
;
Shimizu, Daisuke
-
2014
We extend the well-known spatial competition model (d'Aspremont et al., 1979) to a
continuous
time
model in which two …
Persistent link: https://www.econbiz.de/10011421460
Saved in:
6
Product differentiation and entry timing in a
continuous
time
spatial competition model
Ebina, Takeshi
;
Matsushima, Noriaki
;
Shimizu, Daisuke
-
2014
We extend the well-known spatial competition model (d'Aspremont et al., 1979) to a
continuous
time
model in which two …
Persistent link: https://www.econbiz.de/10010415920
Saved in:
7
Product differentiation and entry timing in a
continuous
time
spatial competition model
Ebina, Takeshi
;
Matsushima, Nariaki
;
Shimizu, Daisuke
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 904-913
Persistent link: https://www.econbiz.de/10011386369
Saved in:
8
Realized Volatility and Multipower Variation
Andersen, Torben G.
;
Todorov, Viktor
-
School of Economics and Management, University of Aarhus
-
2009
This paper reviews basic notions of return variation in the context of a
continuous-time
arbitrage-free asset pricing …
Persistent link: https://www.econbiz.de/10008577800
Saved in:
9
Continuous-time
models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben G.
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
2008
context of the
continuous-time
jump diffusion models traditionally used in asset pricing finance. Our approach builds directly … specification of empirically more realistic
continuous-time
asset pricing models. On applying the tests to the thirty individual …
Persistent link: https://www.econbiz.de/10010290422
Saved in:
10
Continuous-Time
Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns
Andersen, Torben G.
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
Economics Department, Queen's University
-
2008
context of the
continuous-time
jump diffusion models traditionally used in asset pricing finance. Our approach builds directly … specification of empirically more realistic
continuous-time
asset pricing models. On applying the tests to the thirty individual …
Persistent link: https://www.econbiz.de/10005688350
Saved in:
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