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person:"Fehn, Rainer"
subject:"OECD-Staaten"
~person:"Bollerslev, Tim"
~subject:"Arbeitsuche"
~subject:"Risikoprämie"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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OECD-Staaten
Arbeitsuche
Risikoprämie
Theorie
Estimation
39
Schätzung
39
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theory
16
USA
12
United States
12
Börsenkurs
11
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11
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10
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10
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9
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27
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Fehn, Rainer
Bollerslev, Tim
Gil-Alaña, Luis A.
40
Gupta, Rangan
34
Caporale, Guglielmo Maria
31
Serletis, Apostolos
26
Belke, Ansgar
25
Kumbhakar, Subal
25
Bahmani-Oskooee, Mohsen
23
Chang, Tsangyao
20
Wohar, Mark E.
20
Zaremba, Adam
20
Apergēs, Nikolaos
19
Madsen, Jakob Brøchner
18
Afonso, António
17
Herwartz, Helmut
16
MacDonald, Ronald
16
Narayan, Paresh Kumar
16
Blundell, Richard W.
15
Creedy, John
15
Engsted, Tom
15
Moosa, Imad A.
15
Peel, David
15
Schneider, Friedrich
15
Egger, Peter
14
Fabozzi, Frank J.
14
Jalles, João Tovar
14
Jawadi, Fredj
14
Berg, Gerard J. van den
13
Ghysels, Eric
13
Koop, Gary
13
Lee, Chien-chiang
13
McAleer, Michael
13
Sickles, Robin C.
13
Taylor, Mark P.
13
Todorov, Viktor
13
Tzavalis, Elias
13
Woessmann, Ludger
13
Belzil, Christian
12
Gundlach, Erich
12
Haan, Jakob de
12
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Journal of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
2
Applied economics quarterly
1
Finance India : the quarterly journal of Indian Institute of Finance
1
German economic review
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Kyklos : international review for social sciences
1
List-Forum für Wirtschafts- und Finanzpolitik
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The future of venture capital after the Neuer Markt : Workshop [The Future of Venture Capital After the Neuer Markt] to be held at the Kiel Institute for World Economics on June 5, 2003
1
The review of financial studies
1
Venture capital, entrepreneurship, and public policy
1
Zeitschrift für Wirtschaftspolitik
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ECONIS (ZBW)
27
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27
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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
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:
3
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:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
6
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
Saved in:
7
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
8
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
9
Capital market institutions and venture capital : do they affect unemployment and labour demand?
Fehn, Rainer
(
contributor
);
Fuchs, Thomas
(
contributor
)
- In:
The future of venture capital after the Neuer Markt : …
,
(pp. 1-26)
.
2003
Persistent link: https://www.econbiz.de/10001771750
Saved in:
10
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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