Katja Ahoniemi

Imperial College Business School

South Kensington Campus

London, SW7 2AZ

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 14,965

SSRN RANKINGS

Top 14,965

in Total Papers Downloads

4,654

SSRN CITATIONS
Rank 31,887

SSRN RANKINGS

Top 31,887

in Total Papers Citations

11

CROSSREF CITATIONS

15

Scholarly Papers (7)

1.

Modeling and Forecasting the VIX Index

Number of pages: 22 Posted: 29 Nov 2007 Last Revised: 27 Jul 2008
Katja Ahoniemi
Imperial College Business School
Downloads 3,338 (4,750)
Citation 15

Abstract:

Loading...

2.

Overnight Stock Returns and Realized Volatility

International Journal of Forecasting, Forthcoming
Number of pages: 27 Posted: 19 Oct 2011 Last Revised: 26 Mar 2013
Katja Ahoniemi and Markku Lanne
Imperial College Business School and University of Helsinki - Faculty of Social Sciences
Downloads 362 (113,734)
Citation 9

Abstract:

Loading...

3.

Flows, Price Pressure, and Hedge Fund Returns

Number of pages: 45 Posted: 08 Jun 2011 Last Revised: 04 Sep 2012
Katja Ahoniemi and Petri Jylha
Imperial College Business School and Aalto University
Downloads 257 (162,843)
Citation 1

Abstract:

Loading...

Hedge Funds, Price Pressure, Smart Money, Momentum

4.

Joint Modeling of Call and Put Implied Volatility

Number of pages: 26 Posted: 29 Nov 2007 Last Revised: 27 Jul 2008
Katja Ahoniemi and Markku Lanne
Imperial College Business School and University of Helsinki - Faculty of Social Sciences
Downloads 234 (178,391)
Citation 4

Abstract:

Loading...

5.

Overnight News and Daily Equity Trading Risk Limits

Number of pages: 29 Posted: 23 May 2012 Last Revised: 10 Jan 2015
Katja Ahoniemi, Ana-Maria Fuertes and Jose Olmo
Imperial College Business School, Bayes Business School, City, University of London and Universidad de Zaragoza
Downloads 171 (236,830)
Citation 5

Abstract:

Loading...

Overnight, Price discovery, Realized volatility, Risk management, Value-at-Risk

6.

Realized Volatility and Overnight Returns

Bank of Finland Research Discussion Paper No. 19/2010
Number of pages: 27 Posted: 17 Feb 2011
Katja Ahoniemi and Markku Lanne
Imperial College Business School and University of Helsinki - Faculty of Social Sciences
Downloads 147 (268,296)
Citation 1

Abstract:

Loading...

realized volatility, forecasting

7.

Time-Varying Mixture Multiplicative Error Models for Implied Volatility

Number of pages: 37 Posted: 25 Jul 2008 Last Revised: 07 Jun 2011
Katja Ahoniemi and Markku Lanne
Imperial College Business School and University of Helsinki - Faculty of Social Sciences
Downloads 145 (271,240)
Citation 1

Abstract:

Loading...