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subject:"Volatilität"
~isPartOf:"CREATES research paper"
~person:"Aghion, Philippe"
~person:"Bali, Turan G."
~person:"Prokopczuk, Marcel"
~person:"Tauchen, George Eugene"
~person:"Todorov, Viktor"
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Volatilität
Estimation
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Risikoprämie
3
Risk premium
3
Share price
3
1990-2008
2
CAPM
2
Theorie
2
Theory
2
USA
2
United States
2
Volatility
2
Aktienindex
1
Beta risk
1
Betafaktor
1
Capital market returns
1
Forecasting model
1
Index futures
1
Index-Futures
1
Kapitalmarktrendite
1
Market sentiment and fears
1
Martingal
1
Martingale
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Return predictability
1
Statistical distribution
1
Statistische Verteilung
1
Stock index
1
Time-varying jump tails
1
Variance risk premium
1
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Graue Literatur
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Working Paper
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English
2
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Aghion, Philippe
Bali, Turan G.
Prokopczuk, Marcel
Tauchen, George Eugene
Todorov, Viktor
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Bollerslev, Tim
2
Christensen, Bent Jesper
2
Veliyev, Bezirgen
2
Abate, Girum Dagnachew
1
Andreasen, Martin Møller
1
Anselin, Luc
1
Bolko, Anine E.
1
Callot, Laurent
1
Cavaliere, Giuseppe
1
Christensen, Kim
1
Ergemen, Yunus Emre
1
Floor Brix, Anne
1
Hall, Anthony D.
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kjær, Mads Markvart
1
Kristensen, Dennis
1
Kristensen, Johannes Tang
1
Lunde, Asger
1
Nielsen, Morten Ørregaard
1
Nielsen, Ole Linnemann
1
Osterrieder, Daniela
1
Pakkanen, Mikko S.
1
Posedel Šimović, Petra
1
Posselt, Anders Merrild
1
Schotman, Peter C.
1
Taylor, Robert
1
Tsiaras, Leonidas
1
Wade, Glen
1
Xu, Lai
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CREATES research paper
Journal of econometrics
13
Journal of financial economics
6
ERID working paper
4
Journal of banking & finance
4
Working paper / National Bureau of Economic Research, Inc.
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Economic Research Initiatives at Duke (ERID) Working Paper
3
NBER Working Paper
3
NBER working paper series
3
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 financial and quantitative analysis : JFQA
2
Journal of monetary economics
2
Quantitative economics : QE ; journal of the Econometric Society
2
AFA 2011 Denver Meetings Paper
1
CREATES Research Paper
1
Clarendon lectures in economics
1
Discussion paper / Centre for Economic Policy Research
1
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Georgetown McDonough School of Business Research Paper
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of international money and finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Massachusetts Institute of Technology Department of Economics working paper series : working paper
1
Netspar Discussion Paper
1
Research paper series / Swiss Finance Institute
1
SFB 649 discussion paper
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
The journal of futures markets
1
Working paper / Studienzentrum Gerzensee
1
Working papers / Studienzentrum Gerzensee
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ECONIS (ZBW)
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
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