Andrea Vedolin

Finance · 2012–2017

A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andrea Vedolin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Fulvio Corsi
  2. Sydney C. Ludvigson
  3. Peter P. Carr
  4. Anders B. Trolle
  5. T. Busch
  6. Hanno Lustig
  7. Serena Ng

Papers from Andrea Vedolin's perspective

Ordered by how strongly the researchers Andrea Vedolin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Simple Approximate Long-Memory Model of Realized Volatility
  2. Macro Factors in Bond Risk Premia
  3. Measuring Economic Policy Uncertainty
  4. Variance Risk Premiums
  5. Common Risk Factors in Currency Markets
  6. Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
  7. The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
  8. Post-'87 crash fears in the S&P 500 futures option market
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers