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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial economics"
~person:"Todorov, Viktor"
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Leverage effect"
~type_genre:"Article in journal"
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Prognoseverfahren
Aktienmarkt
Capital income
Leverage effect
Estimation
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Volatility
4
Volatilität
4
Forecasting model
3
Börsenkurs
2
CAPM
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 return variation
1
Extreme events
1
High-frequency data
1
Jump betas
1
Kapitalmarktrendite
1
Kapitalstruktur
1
Market price risks
1
Market sentiment and fears
1
Option pricing
1
Option trading
1
Options
1
Optionsgeschäft
1
Risikoaversion
1
Risk aversion
1
Risk premia
1
Risk premiums
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Article in journal
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English
4
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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
Tamoni, Andrea
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
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of applied econometrics
1
Quantitative economics : QE ; journal of the Econometric Society
1
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ECONIS (ZBW)
4
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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
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:
3
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:
4
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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