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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial economics"
~person:"Todorov, Viktor"
~person:"Zhang, Shaojun"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Extreme events"
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Prognoseverfahren
Aktienmarkt
Capital income
Extreme events
Estimation
6
Kapitaleinkommen
6
Schätzung
6
Risikoprämie
5
Risk premium
5
CAPM
4
Forecasting model
4
Volatility
4
Volatilität
4
Börsenkurs
3
Share price
3
Jumps
2
Option pricing theory
2
Optionspreistheorie
2
Return predictability
2
Risiko
2
Risk
2
Asset pricing
1
Beta risk
1
Betafaktor
1
Bond market
1
Bond returns
1
Capital market returns
1
Capital structure
1
Credit risk
1
Cross-sectional return variation
1
Currency premium
1
Devisenmarkt
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Factor
1
Financial economics
1
Foreign exchange market
1
High-frequency data
1
Joint default
1
Jump betas
1
Kapitalmarktrendite
1
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English
6
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Todorov, Viktor
Zhang, Shaojun
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
Tamoni, Andrea
2
Valkanov, Rossen I.
2
Weber, Michael
2
Xiang, Hong
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
8
CREATES research paper
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Fisher College of Business working paper series
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CREATES Research Paper
1
Charles A. Dice Center Working Paper
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Fisher College of Business Working Paper
1
Journal of applied econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
6
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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
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
3
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
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
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