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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international money and finance"
~person:"Buch, Claudia M."
~person:"Christoffersen, Peter F."
~subject:"Forecasting model"
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Volatility
Forecasting model
Estimation
4
Schätzung
4
Volatilität
4
CAPM
2
Capital income
2
Capital market returns
2
Kapitaleinkommen
2
Kapitalmarktrendite
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Risikoprämie
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Risk premium
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Statistical distribution
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Statistische Verteilung
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Buch, Claudia M.
Christoffersen, Peter F.
Bollerslev, Tim
5
Kelly, Bryan T.
4
Todorov, Viktor
4
Bali, Turan G.
3
Caporale, Guglielmo Maria
3
Chinn, Menzie David
3
Ali, Faek Menla
2
Bandi, Federico M.
2
Beckmann, Joscha
2
Bekaert, Geert
2
Brown, Stephen J.
2
Della Corte, Pasquale
2
Florackis, Chris
2
Fusari, Nicola
2
Huang, Shiyang
2
Ince, Onur
2
Jacobs, Kris
2
Lin, Tse-Chun
2
MacDonald, Ronald
2
Milas, Costas
2
Moskowitz, Tobias J.
2
Nagel, Stefan
2
Paye, Bradley S.
2
Santa-Clara, Pedro
2
Scaillet, Olivier
2
Schüssler, Rainer
2
Sornette, Didier
2
Spagnolo, Nicola
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Timmermann, Allan
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Valkanov, Rossen I.
2
Vu, Nam T.
2
Wu, Jing Cynthia
2
Xiang, Hong
2
Zhou, Guofu
2
Ahmed Hannan, Swarnali
1
Albuquerque, Rui
1
Amat, Christophe
1
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Journal of financial economics
Journal of international money and finance
Kiel working paper
4
Kieler Arbeitspapiere
3
Bundesbank Series 1 Discussion Paper
2
CESifo Working Paper Series
2
CESifo working papers
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German economic review
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CREATES research paper
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Discussion paper / Deutsche Bundesbank
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Empirica : journal of european economics
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Handbook of economic forecasting ; 1
1
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
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1
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
2
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
3
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
4
Financial openness and business cycle volatility
Buch, Claudia M.
;
Döpke, Jörg
;
Pierdzioch, Christian
- In:
Journal of international money and finance
24
(
2005
)
5
,
pp. 744-765
Persistent link: https://www.econbiz.de/10002972550
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