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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial economics"
~person:"Kim, Jae H."
~person:"Todorov, Viktor"
~person:"Valkanov, Rossen I."
~subject:"Capital income"
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Kapitaleinkommen
Capital income
Estimation
6
Schätzung
6
Forecasting model
5
Prognoseverfahren
5
Risikoprämie
5
Risk premium
5
Volatility
4
Volatilität
4
Börsenkurs
3
CAPM
3
Risiko
3
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3
Share price
3
Jumps
2
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2
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2
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2
Bayes-Statistik
1
Bayesian inference
1
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1
Betafaktor
1
Capital market returns
1
Capital structure
1
Cross-sectional return variation
1
Economic constraints
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Equity premium predictions
1
Extreme events
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High-frequency data
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Jump betas
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Kapitalmarktrendite
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1
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1
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1
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Kim, Jae H.
Todorov, Viktor
Valkanov, Rossen I.
Bollerslev, Tim
5
Kelly, Bryan T.
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Baltussen, Guido
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Christoffersen, Peter F.
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Novy-Marx, Robert
2
Paye, Bradley S.
2
Pruitt, Seth
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schneider, Paul
2
Stambaugh, Robert F.
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Acharya, Viral V.
1
Albuquerque, Rui
1
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1
Amihud, Yakov
1
Andersen, Torben
1
Ang, Andrew
1
Aragon, George O.
1
Avdis, Efstathios
1
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1
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Journal of financial economics
Journal of econometrics
8
CREATES research paper
4
International review of financial analysis
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working papers / Brandeis University, Department of Economics and International Business School
2
Bulletin of economic research
1
CREATES Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics letters
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
Journal of applied econometrics
1
Journal of empirical finance
1
Journal of international money and finance
1
NBER Working Paper
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research paper series / Swiss Finance Institute
1
The journal of business : B
1
The review of financial studies
1
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ECONIS (ZBW)
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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
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:
4
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:
5
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
6
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
Saved in:
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