//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"United States"
~person:"Bollerslev, Tim"
~person:"Stambaugh, Robert F."
~subject:"Betriebsgröße"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
United States
Betriebsgröße
Theorie
56
Theory
56
Volatility
21
Volatilität
21
Capital income
20
Kapitaleinkommen
20
USA
20
CAPM
16
Estimation
15
Schätzung
15
Börsenkurs
9
Estimation theory
9
Exchange rate
9
Forecasting model
9
Prognoseverfahren
9
Schätztheorie
9
Share price
9
Wechselkurs
9
Deutsche Mark
8
Time series analysis
8
Zeitreihenanalyse
8
Devisenmarkt
7
Foreign exchange market
7
Risikoprämie
6
Risk premium
6
US dollar
6
US-Dollar
6
Welt
6
World
6
ARCH model
4
ARCH-Modell
4
Deutschland
4
Germany
4
1992-1993
3
Erwartungsbildung
3
Expectation formation
3
Investment Fund
3
Investmentfonds
3
Japan
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
21
Language
All
English
21
Author
All
Bollerslev, Tim
Stambaugh, Robert F.
Heckman, James J.
27
Chavas, Jean-Paul
21
Uri, Noel Dean
17
Acemoglu, Daron
16
Christiano, Lawrence J.
16
Glaeser, Edward L.
16
Hall, Robert Ernest
16
Ferson, Wayne E.
15
Laporte, Gilbert
15
Slottje, Daniel Jonathan
15
Diebold, Francis X.
14
Eichenbaum, Martin S.
14
Lo, Andrew W.
14
Miceli, Thomas J.
14
Stock, James H.
14
Wu, Chunchi
14
Cheng, T. C. E.
13
Engle, Robert F.
13
Franses, Philip Hans
13
Gupta, Rangan
13
Kumbhakar, Subal
13
MacDonald, Ronald
13
Serletis, Apostolos
13
Stein, Jeremy C.
13
Attanasio, Orazio P.
12
Audretsch, David B.
12
Auerbach, Alan J.
12
Caballero, Ricardo J.
12
Caporale, Guglielmo Maria
12
Cooper, Russell W.
12
Lesage, James P.
12
Longstaff, Francis A.
12
Wohar, Mark E.
12
Woodford, Michael
12
Beaudry, Paul
11
Campbell, John Y.
11
Cebula, Richard J.
11
Fleissig, Adrian R.
11
Gil-Alaña, Luis A.
11
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of political economy
2
The review of economics and statistics
2
The review of financial studies
2
In honor of Merton H. Miller's contributions to finance and economics : proceedings of a conference June 8 - 10, 1988
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mispricing factors
Stambaugh, Robert F.
;
Yuan, Yu
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1270-1315
Persistent link: https://www.econbiz.de/10011749371
Saved in:
2
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
3
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
4
On the size of the active management industry
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
120
(
2012
)
4
,
pp. 740-781
Persistent link: https://www.econbiz.de/10009693737
Saved in:
5
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
6
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
7
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
- In:
The review of economics and statistics
89
(
2007
)
4
,
pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Saved in:
8
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
9
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
10
Liquidity risk and expected stock returns
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of political economy
111
(
2003
)
3
,
pp. 642-685
Persistent link: https://www.econbiz.de/10001767080
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->