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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial economics"
~person:"Tamoni, Andrea"
~person:"Todorov, Viktor"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Extreme events"
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Prognoseverfahren
Aktienmarkt
Capital income
Extreme events
Estimation
6
Schätzung
6
Forecasting model
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
Risikoprämie
4
Risk premium
4
CAPM
3
Börsenkurs
2
Jumps
2
Option pricing theory
2
Optionspreistheorie
2
Return predictability
2
Risiko
2
Risk
2
Share price
2
Beta risk
1
Betafaktor
1
Capital market returns
1
Capital structure
1
Cross-sectional asset pricing
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Cross-sectional return variation
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Endogenes Wachstumsmodell
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Endogenous growth
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Endogenous growth model
1
Factor analysis
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Factor models
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Faktorenanalyse
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Financial economics
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Frequency
1
High-frequency data
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Jump betas
1
Kapitalmarktrendite
1
Kapitalmarkttheorie
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Tamoni, Andrea
Todorov, Viktor
Bollerslev, Tim
5
Kelly, Bryan T.
4
Bali, Turan G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Baltussen, Guido
2
Bandi, Federico M.
2
Barroso, Pedro
2
Boons, Martijn
2
Brown, Stephen J.
2
Chernov, Mikhail
2
Christoffersen, Peter F.
2
D'Amico, Stefania
2
Da, Zhi
2
Gonçalves, Andrei S.
2
Huang, Shiyang
2
Kaniel, Ron
2
Kilic, Mete
2
Lin, Tse-Chun
2
Linnainmaa, Juhani
2
Lo, Andrew W.
2
Londono, Juan M.
2
Nagel, Stefan
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
Valkanov, Rossen I.
2
Weber, Michael
2
Xiang, Hong
2
Zhang, Shaojun
2
Zhou, Guofu
2
Acharya, Viral V.
1
Albuquerque, Rui
1
Amaya, Diego
1
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Journal of financial economics
Journal of econometrics
9
CREATES research paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
CREATES Research Paper
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of applied econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative economics : QE ; journal of the Econometric Society
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Swiss Finance Institute Research Paper
1
WBS Finance Group Research Paper
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Working papers / Innocenzo Gasparini Institute for Economic Research
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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
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
3
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
4
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:
5
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:
6
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:
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