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subject:"Volatilität"
~isPartOf:"Journal of financial economics"
~person:"Gupta, Rangan"
~person:"Pesaran, M. Hashem"
~person:"Todorov, Viktor"
~subject:"Schätztheorie"
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Volatilität
Schätztheorie
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Volatility
4
Forecasting model
3
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Option pricing
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Gupta, Rangan
Pesaran, M. Hashem
Todorov, Viktor
Bollerslev, Tim
5
Christoffersen, Peter F.
3
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Sentana, Enrique
2
Wang, Junbo
2
Amaya, Diego
1
Andersen, Torben
1
Ang, Andrew
1
Aït-Sahalia, Yacine
1
Bai, Jennie
1
Baker, Andrew
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bardgett, Chris
1
Bekaert, Geert
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Chang, Bo Young
1
Chen, Honghui
1
Chinco, Alex
1
Chung, Kee H.
1
Corsi, Fulvio
1
Cremers, Martijn
1
Dangl, Thomas
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Della Corte, Pasquale
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Dew-Becker, Ian
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Ehling, Paul
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1
Fleming, Jeff
1
French, Kenneth Ronald
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
Giglio, Stefano
1
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Journal of financial economics
Department of Economics working paper series
19
Journal of econometrics
14
CESifo working papers
12
The North American journal of economics and finance : a journal of financial economics studies
7
Cambridge working papers in economics
6
CESifo Working Paper Series
5
CESifo Working Paper
4
Journal of applied econometrics
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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USC-INET Research Paper
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ERID working paper
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Economic modelling
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Economics and Business Letters : EBL
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Economics letters
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Research in international business and finance
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CREATES research paper
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DAE working paper
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Discussion paper series / IZA
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance research letters
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Globalization and Monetary Policy Institute Working Paper
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IZA Discussion Paper
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International journal of finance & economics : IJFE
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International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
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Journal of economics and finance
2
Journal of multinational financial management
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Quantitative economics : QE ; journal of the Econometric Society
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The European journal of finance
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Working papers / University of Connecticut, Department of Economics
2
Applied economics
1
Applied financial economics
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
CAMA working paper series
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CREATES Research Paper
1
DNB working paper
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ECONIS (ZBW)
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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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