Katja Ahoniemi

Imperial College Business School

South Kensington Campus

London, SW7 2AZ

United Kingdom

  • Imperial College Business School

SCHOLARLY PAPERS

7

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CITATIONS
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19

Scholarly Papers (7)

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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 2,714 (4,273)
Citation 9

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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 - Department of Political and Economic Studies
Downloads 291 (103,601)
Citation 2

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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 237 (128,255)

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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 - Department of Political and Economic Studies
Downloads 220 (137,968)
Citation 4

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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, Cass Business School, City University of London and Universidad de Zaragoza
Downloads 160 (184,159)
Citation 3

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

6.

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 - Department of Political and Economic Studies
Downloads 135 (211,787)
Citation 1

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7.

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 - Department of Political and Economic Studies
Downloads 117 (236,189)
Citation 1

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realized volatility, forecasting