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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Bollerslev, Tim"
~subject:"Schätzung"
~subject:"Theorie"
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Volatility
Schätzung
Theorie
Estimation
6
Capital income
5
Kapitaleinkommen
5
Risikoprämie
5
Risk premium
5
Volatilität
5
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Bollerslev, Tim
Taylor, Mark P.
6
Chinn, Menzie David
5
Kelly, Bryan T.
5
MacDonald, Ronald
5
Bali, Turan G.
4
Beckmann, Joscha
4
Caporale, Guglielmo Maria
4
Fatum, Rasmus
4
Hall, Stephen G.
4
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4
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4
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4
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4
Todorov, Viktor
4
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3
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3
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3
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3
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3
Cheung, Yin-Wong
3
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3
Christoffersen, Peter F.
3
Fuertes, Ana María
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Furceri, Davide
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3
Pástor, Ľuboš
3
Santa-Clara, Pedro
3
Sarno, Lucio
3
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3
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Journal of financial economics
Journal of international money and finance
Journal of econometrics
8
CREATES research paper
5
NBER Working Paper
5
NBER working paper series
5
ERID working paper
3
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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1
International economic review
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Journal of applied econometrics
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The American economic review
1
The review of economic studies
1
The review of financial studies
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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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
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
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:
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:
5
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
6
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
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