//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Engle, Robert F."
~isPartOf:"Journal of financial economics"
~person:"Todorov, Viktor"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
5
Volatilität
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Forecasting model
3
Prognoseverfahren
3
Börsenkurs
2
CAPM
2
Jumps
2
Option pricing theory
2
Optionspreistheorie
2
Return predictability
2
Risiko
2
Risk
2
Share price
2
Beta risk
1
Betafaktor
1
Capital market returns
1
Capital structure
1
Cross-sectional return variation
1
Extreme events
1
Geopolitical risk
1
Geopolitics
1
Geopolitik
1
Global events
1
Globalisierung
1
Globalization
1
Hedging
1
High-frequency data
1
Jump betas
1
Kapitalmarktrendite
1
Kapitalstruktur
1
Leverage effect
1
Market price risks
1
Market sentiment and fears
1
Multiplicative factor models
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Engle, Robert F.
Todorov, Viktor
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Sarno, Lucio
3
Andersen, Torben
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brandt, Michael W.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Ermolov, Andrey
2
Fleming, Jeff
2
Fusari, Nicola
2
Gourier, Elise
2
Greenwood, Robin
2
Harvey, Campbell R.
2
Jiang, Hao
2
Jones, Charles M.
2
Kang, Qiang
2
Kelly, Bryan T.
2
Kirby, Chris
2
Leippold, Markus
2
Liu, Jun
2
McCurdy, Thomas H.
2
Moreira, Alan
2
more ...
less ...
Published in...
All
Journal of financial economics
Journal of econometrics
20
Discussion paper / Department of Economics, University of California San Diego
12
CREATES research paper
8
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
ERID working paper
6
NBER Working Paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Working paper series / University of Zurich, Department of Economics
3
CREATES Research Paper
2
Econometrics Working Papers Archive
2
Journal of financial econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NYU Stern School of Business
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The review of economics and statistics
2
The review of financial studies
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Working papers
2
Advanced texts in econometrics
1
Computing in Economics and Finance 2005
1
Discussion paper series
1
Econometric theory
1
Econometrics : open access journal
1
Finance
1
Forecasting volatility in the financial markets
1
Global COE Hi-Stat discussion paper series
1
HKUST Business School Research Paper
1
Harvard Business School Finance Working Paper
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of risk
1
Research paper series / Swiss Finance Institute
1
Review of derivatives research
1
SFB 649 discussion paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
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
What are the events that shake our world? : measuring and hedging global COVOL
Engle, Robert F.
;
Campos-Martins, Susana
- In:
Journal of financial economics
147
(
2023
)
1
,
pp. 221-242
Persistent link: https://www.econbiz.de/10013546063
Saved in:
3
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:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->