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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Brooks, Robert"
~person:"Sehgal, Sanjay"
~subject:"Capital income"
~type_genre:"Bibliografie enthalten"
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89
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89
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Bollerslev, Tim
Brooks, Robert
Sehgal, Sanjay
Gupta, Rangan
59
Zaremba, Adam
59
McMillan, David G.
31
Gil-Alaña, Luis A.
27
Wohar, Mark E.
27
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20
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18
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16
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16
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15
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14
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14
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13
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13
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12
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10
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10
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10
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9
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9
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5
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5
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International review of economics & finance : IREF
3
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ECONIS (ZBW)
44
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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
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Equity market anomalies in major European economies
Pandey, Asheesh
;
Sehgal, Sanjay
;
Mohapatra, Amiya Kumar
; …
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 245-260
Persistent link: https://www.econbiz.de/10012698617
Saved in:
6
Are prominent equity market anomalies in India fading away?
Sharma, Gagan Deep
;
Subramaniam, Srividya
;
Sehgal, Sanjay
- In:
Global business review
22
(
2021
)
1
,
pp. 255-270
Persistent link: https://www.econbiz.de/10012483276
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Stock market linkages and spillover effects : an empirical analysis of select Asian markets
Sehgal, Sanjay
;
Bijoy, Kumar
;
Saini, Sakshi
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1447-1472
Persistent link: https://www.econbiz.de/10012104479
Saved in:
9
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
10
Investor sentiment and its role in asset pricing : an empirical study for India
Pandey, Piyush
;
Sehgal, Sanjay
- In:
IIMB management review
31
(
2019
)
2
,
pp. 127-144
Persistent link: https://www.econbiz.de/10012213117
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