//--> //--> //-->
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
subject:"Börsenkurs"
type:"book"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~isPartOf:"Fisher College of Business working paper series"
~person:"Nielsen, Ole Linnemann"
~person:"Todorov, Viktor"
~subject:"Option pricing theory"
~subject:"Risikoprämie"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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:"Estimation"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Option pricing theory
Risikoprämie
Estimation
6
Schätzung
6
Capital income
5
Kapitaleinkommen
5
Risk premium
4
Share price
4
CAPM
3
Volatility
3
Volatilität
3
1990-2008
2
Theorie
2
Theory
2
USA
2
United States
2
Aktienindex
1
Asset Pricing Tests
1
Beta risk
1
Betafaktor
1
Capital market returns
1
Flows
1
Forecasting model
1
Index futures
1
Index-Futures
1
Kapitalmarktrendite
1
Market sentiment and fears
1
Martingal
1
Martingale
1
Mean Reversion
1
Mean reversion
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Optionspreistheorie
1
Prognoseverfahren
1
Return predictability
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
Graue Literatur
5
Non-commercial literature
5
Language
All
English
5
Author
All
Nielsen, Ole Linnemann
Todorov, Viktor
Andreasen, Martin Møller
5
Bollerslev, Tim
4
Stulz, René M.
3
Bartram, Söhnke M.
2
Brown, Gregory W.
2
Helwege, Jean
2
Liang, Jean Nellie
2
Violante, Francesco
2
Weisbach, Michael S.
2
Andersen, Torben
1
Bao, Jack
1
Bennett, Benjamin
1
Casas, Isabel
1
Chernenko, Sergey
1
Dolatabadi, Sepideh
1
Engsted, Tom
1
Eriksen, Jonas Nygaard
1
Fernández-Villaverde, Jesús
1
Fusari, Nicola
1
Gonçalves, Andrei S.
1
Grassi, Stefano
1
Grinblatt, Mark
1
Hall, Anthony D.
1
Han, Bing
1
Hautsch, Nikolaus
1
Hou, Kewei
1
Irarrazabal, Alfonso
1
Jørgensen, Kasper
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
Mao, Xiuping
1
Meldrum, Andrew
1
Møller, Stig Vinther
1
Nadauld, Taylor D.
1
Nielsen, Morten Ørregaard
1
Ntantamis, Christos
1
Nyberg, Henri
1
Osterrieder, Daniela
1
more ...
less ...
Published in...
All
CREATES research paper
Fisher College of Business working paper series
ERID working paper
3
SFB 649 discussion paper
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
4
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
5
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->