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subject:"Kapitaleinkommen"
subject:"USA"
~isPartOf:"CREATES research paper"
~person:"Andersen, Torben"
~person:"Bollerslev, Tim"
~person:"Ludvigson, Sydney C."
~person:"Todorov, Viktor"
~type_genre:"Working Paper"
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Kapitaleinkommen
USA
Estimation
6
Schätzung
6
Capital income
5
Börsenkurs
4
Share price
4
Risikoprämie
3
Risk premium
3
1990-2008
2
CAPM
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United States
2
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2
Aktienindex
1
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1
Betafaktor
1
Capital market returns
1
Cointegration
1
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1
Index-Futures
1
Kapitalmarktrendite
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Kointegration
1
Market sentiment and fears
1
Martingal
1
Martingale
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Return predictability
1
Statistical distribution
1
Statistische Verteilung
1
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1
Time-varying jump tails
1
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Working Paper
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English
6
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Andersen, Torben
Bollerslev, Tim
Ludvigson, Sydney C.
Todorov, Viktor
Andreasen, Martin Møller
4
Christensen, Bent Jesper
2
Engsted, Tom
2
Grassi, Stefano
2
Kristensen, Johannes Tang
2
Violante, Francesco
2
Amaya, Diego
1
Callot, Laurent
1
Christoffersen, Peter F.
1
Delle Monache, Davide
1
Demetrescu, Matei
1
Ergemen, Yunus Emre
1
Eriksen, Jonas Nygaard
1
Fernández-Villaverde, Jesús
1
Fusari, Nicola
1
Hautsch, Nikolaus
1
Jacobs, Kris
1
Jungbacker, Borus
1
Jørgensen, Kasper
1
Kjær, Mads Markvart
1
Koopman, Siem Jan
1
Kruse-Becher, Robinson
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
MacKinnon, James G.
1
Meldrum, Andrew
1
Mirone, Giorgio
1
Nielsen, Morten Ørregaard
1
Nielsen, Ole Linnemann
1
Ntantamis, Christos
1
Nyberg, Henri
1
Osterrieder, Daniela
1
Pedersen, Thomas Q.
1
Pesersen, Thomas Q.
1
Podolskij, Mark
1
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1
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
12
Discussion paper / Centre for Economic Policy Research
5
ERID working paper
3
Finance and economics discussion series
3
Research paper / Federal Reserve Bank of New York
2
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2
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1
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1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
NBER working paper series
1
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ECONIS (ZBW)
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1
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:
2
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:
3
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
4
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
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