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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"ERID working paper"
~isPartOf:"Journal of financial economics"
~person:"Campbell, John Y."
~person:"Card, David"
~person:"Kelly, Bryan T."
~person:"Todorov, Viktor"
~person:"Whitelaw, Robert F."
~subject:"Bildungsertrag"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Productivity"
~subject:"Share price"
~subject:"Wirkungsanalyse"
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EU-Staaten
Volatility
Bildungsertrag
Konjunktur
Monetary policy
Productivity
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Wirkungsanalyse
Estimation
17
Schätzung
17
Capital income
11
Kapitaleinkommen
11
Volatilität
10
Börsenkurs
8
Risikoprämie
7
Risk premium
7
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Conditional betas
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IPCA
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Jumps
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2
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13
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Campbell, John Y.
Card, David
Kelly, Bryan T.
Todorov, Viktor
Whitelaw, Robert F.
Bollerslev, Tim
8
Tauchen, George Eugene
5
Christoffersen, Peter F.
3
Hong, Harrison G.
3
Timmermann, Allan
3
Bai, Jennie
2
Bali, Turan G.
2
Chernov, Mikhail
2
Fusari, Nicola
2
Grynkiv, Iaryna
2
Halling, Michael
2
Jacobs, Kris
2
Lin, Tse-Chun
2
Lundblad, Christian
2
Moskowitz, Tobias J.
2
Paye, Bradley S.
2
Stein, Jeremy C.
2
Wang, Charles C. Y.
2
Acharya, Viral V.
1
Amaya, Diego
1
Amihud, Yakov
1
Andersen, Torben
1
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1
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1
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1
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1
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1
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1
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1
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ERID working paper
Journal of financial economics
NBER working paper series
19
NBER Working Paper
16
Journal of econometrics
13
Working paper / National Bureau of Economic Research, Inc.
13
CREATES research paper
4
The journal of finance : the journal of the American Finance Association
4
Discussion paper / Centre for Economic Policy Research
3
CREATES Research Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
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2
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2
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2
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ECONIS (ZBW)
13
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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
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559404
Saved in:
4
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
5
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
6
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
7
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:
8
Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
Saved in:
9
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
Saved in:
10
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:
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