Volgen
Norman J. Seeger
Titel
Geciteerd door
Geciteerd door
Jaar
Option pricing of earnings announcement risks
A Dubinsky, M Johannes, A Kaeck, NJ Seeger
The Review of Financial Studies 32 (2), 646-687, 2019
772019
Non-standard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
422021
Network, market, and book-based systemic risk rankings
MCW van de Leur, A Lucas, NJ Seeger
Journal of Banking & Finance 78, 84-90, 2017
342017
Empirical analysis of affine versus nonaffine variance specifications in jump-diffusion models for equity indices
K Ignatieva, P Rodrigues, N Seeger
Journal of Business & Economic Statistics 33 (1), 68-75, 2015
312015
Hedging under model misspecification: All risk factors are equal, but some are more equal than others…
N Branger, E Krautheim, C Schlag, N Seeger
Journal of Futures Markets 32 (5), 397-430, 2012
302012
Does the Institutionalization of Derivatives Trading Spur Economic Growth?
P Rodrigues, C Schwarz, N Seeger
Available at SSRN 2014805, 2012
152012
Stochastic volatility and jumps: Exponentially affine yes or no? An empirical analysis of S&P500 dynamics
K Ignatieva, P Rodrigues, N Seeger
An Empirical Analysis of S&P500 Dynamics (March 18, 2009), 2009
152009
VIX derivatives, hedging and vol-of-vol risk
A Kaeck, NJ Seeger
European Journal of operational research 283 (2), 767-782, 2020
122020
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates
CP Fries, T Nigbur, N Seeger
Journal of Empirical Finance 42, 175-198, 2017
122017
A jumping index of jumping stocks? an mcmc analysis of continuous-time models for individual stocks
P Rodrigues, C Schlag
An MCMC Analysis of Continuous-Time Models for Individual Stocks (February …, 2009
10*2009
Equity index variance: evidence from flexible parametric jump–diffusion models
A Kaeck, P Rodrigues, NJ Seeger
Journal of Banking & Finance 83, 85-103, 2017
92017
Model complexity and out-of-sample performance: Evidence from s&p 500 index returns
A Kaeck, P Rodrigues, NJ Seeger
Journal of Economic Dynamics and Control 90, 1-29, 2018
72018
Price impact versus bid–ask spreads in the index option market
A Kaeck, V van Kervel, NJ Seeger
Journal of Financial Markets 59, 100675, 2022
42022
Out-of-Sample Performance of Jump-Diffusion Models for Equity Indices: What the Financial Crisis was Good for
R Frey, P Rodrigues, N Seeger
Available at SSRN 2021818, 2013
32013
FOMC Announcement Event Risk
MS Johannes, A Kaeck, N Seeger
Available at SSRN 4484011, 2023
22023
Informed Trading in the Index Option Market
A Kaeck, V van Kervel, N Seeger
TILEC Discussion Paper, 2017
22017
A study on European football championships in the glmm framework with an emphasis on UEFA champions league experience
A Groll, J Abedieh
New perspectives on stochastic modeling and data analysis (Bozeman, Girardin …, 2014
22014
Hedging under Model Mis-Specification: Which Risk Factors Should You Not Forget?
N Branger, C Schlag, E Schneider, N Seeger
Working Paper, 2008
12008
Expected 1DTE Option Returns
MS Johannes, A Kaeck, N Seeger, N Shah
Available at SSRN 4729757, 2024
2024
Time-Varying Macroeconomic Announcement Risk
MS Johannes, N Seeger, JR Stroud
Georgetown McDonough School of Business Research Paper, 2022
2022
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–20