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person:"Andersen, Torben G."
~isPartOf:"Critical finance review"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~person:"Kelly, Bryan T."
~subject:"Forecasting model"
~subject:"Schätzung"
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Search: subject_exact:"Kapitalgewinn"
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Forecasting model
Schätzung
Capital income
10
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10
Kapitaleinkommen
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CAPM
7
Prognoseverfahren
6
Risikoprämie
6
Risk premium
6
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Andersen, Torben G.
Bollerslev, Tim
Kelly, Bryan T.
Zhou, Guofu
5
Todorov, Viktor
4
Bali, Turan G.
3
Baltussen, Guido
3
Cohen, Lauren
3
Da, Zhi
3
Harvey, Campbell R.
3
Huang, Shiyang
3
Lee, Charles M. C.
3
Linnainmaa, Juhani
3
Liu, Yan
3
Lou, Dong
3
Moskowitz, Tobias J.
3
Novy-Marx, Robert
3
Pruitt, Seth
3
Santa-Clara, Pedro
3
So, Eric
3
Timmermann, Allan
3
Avramov, Doron
2
Backus, David
2
Bakshi, Gurdip S.
2
Barroso, Pedro
2
Boons, Martijn
2
Boudoukh, Jacob
2
Brown, Stephen J.
2
Chen, Yong
2
Christoffersen, Peter F.
2
Gonçalves, Andrei S.
2
Han, Yufeng
2
Kilic, Mete
2
Langlois, Hugues
2
Li, Sophia Zhengzi
2
Lin, Tse-Chun
2
Londono, Juan M.
2
Malloy, Christopher
2
Paye, Bradley S.
2
Pedersen, Lasse Heje
2
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Critical finance review
Journal of financial economics
Journal of econometrics
6
CREATES research paper
5
NBER working paper series
5
NBER Working Paper
4
ERID working paper
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
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Chicago Booth Research Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
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Finance and economics discussion series
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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The review of financial studies
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Handbook of economic forecasting ; 1
1
International economic review
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of risk
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Research paper series / Swiss Finance Institute
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Symposium on forecasting and empirical methods in macroeconomics and finance
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University of Chicago, Becker Friedman Institute for Economics Working Paper
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ECONIS (ZBW)
10
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date (oldest first)
1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Dissecting market expectations in the cross-section of book-to-market ratios : a comment
Kelly, Bryan T.
;
Pruitt, Seth
- In:
Critical finance review
11
(
2022
)
2
,
pp. 375-381
Persistent link: https://www.econbiz.de/10013457294
Saved in:
4
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
5
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
6
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
7
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
8
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
10
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
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