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person:"Fehn, Rainer"
subject:"OECD-Staaten"
~person:"Bollerslev, Tim"
~subject:"Arbeitsuche"
~subject:"Risikoprämie"
~subject:"Theorie"
~type_genre:"Article in journal"
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OECD-Staaten
Arbeitsuche
Risikoprämie
Theorie
Estimation
36
Schätzung
36
Volatility
22
Volatilität
22
Capital income
18
Kapitaleinkommen
18
Theory
16
Börsenkurs
11
Share price
11
USA
11
United States
11
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
Risk premium
9
High-frequency data
8
Deutschland
6
Germany
6
Estimation theory
5
Risikokapital
5
Schätztheorie
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CAPM
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Finanzmarkt
4
Jumps
4
Market microstructure
4
Marktmikrostruktur
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
OECD countries
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Article
25
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Article in journal
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40
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38
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25
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23
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Fehn, Rainer
Bollerslev, Tim
Gil-Alaña, Luis A.
39
Gupta, Rangan
34
Caporale, Guglielmo Maria
30
Kumbhakar, Subal
25
Serletis, Apostolos
25
Bahmani-Oskooee, Mohsen
23
Belke, Ansgar
20
Chang, Tsangyao
20
Wohar, Mark E.
20
Zaremba, Adam
20
Apergēs, Nikolaos
19
Madsen, Jakob Brøchner
18
Afonso, António
17
Narayan, Paresh Kumar
16
Engsted, Tom
15
Moosa, Imad A.
15
Herwartz, Helmut
14
Jalles, João Tovar
14
MacDonald, Ronald
14
Berg, Gerard J. van den
13
Creedy, John
13
Fabozzi, Frank J.
13
Ghysels, Eric
13
Lee, Chien-chiang
13
Peel, David
13
Schneider, Friedrich
13
Tzavalis, Elias
13
Jawadi, Fredj
12
Koopman, Siem Jan
12
Marcellino, Massimiliano
12
McAleer, Michael
12
Tiwari, Aviral Kumar
12
Todorov, Viktor
12
Tsionas, Efthymios G.
12
Belzil, Christian
11
Blundell, Richard W.
11
Chan, Joshua
11
Engle, Robert F.
11
Koop, Gary
11
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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 review of financial studies
1
Zeitschrift für Wirtschaftspolitik
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ECONIS (ZBW)
25
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1
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10
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25
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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
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
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
Saved in:
10
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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