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~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Volatilität
Risikoprämie
16
Risk premium
16
Capital income
7
Kapitaleinkommen
7
Estimation
6
Schätzung
6
Volatility
6
Forecasting model
5
Prognoseverfahren
5
Yield curve
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Zinsstruktur
5
Börsenkurs
4
Share price
4
Statistical distribution
4
Statistische Verteilung
4
CAPM
3
Credit risk
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Estimation theory
3
Kreditrisiko
3
Option pricing theory
3
Optionspreistheorie
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Risiko
3
Risk
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Schätztheorie
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Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
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Bayes-Statistik
2
Bayesian inference
2
CDS spreads
2
Credit derivative
2
Kreditderivat
2
Risikomanagement
2
Risk management
2
Robust statistics
2
Robustes Verfahren
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Aufsatz in Zeitschrift
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English
6
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Alitab, Dario
1
Barunik, Jozef
1
Berardi, Andrea
1
Bormetti, Giacomo
1
Corsi, Fulvio
1
Fallahgoul, Hasan
1
Hansen, Peter Reinhard
1
Huang, Zhuo
1
Hugonnier, Julien
1
Majewski, Adam A.
1
Mancini, Loriano
1
Nevrla, Matĕj
1
Osterrieder, Daniela
1
Plazzi, Alberto
1
Tong, Chen
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
Wang, Tianyi
1
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Journal of financial econometrics
Journal of financial economics
29
Finance research letters
25
Journal of banking & finance
25
International review of financial analysis
18
International review of economics & finance : IREF
17
The North American journal of economics and finance : a journal of financial economics studies
15
Energy economics
14
Journal of international money and finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
14
Journal of empirical finance
13
Journal of financial markets
13
Applied economics
9
Journal of international financial markets, institutions & money
9
Pacific-Basin finance journal
9
Journal of econometrics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Economic modelling
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic dynamics & control
6
Journal of financial and quantitative analysis : JFQA
6
Review of quantitative finance and accounting
6
The journal of futures markets
6
Applied economics letters
5
Economics letters
5
Review of finance : journal of the European Finance Association
5
The European journal of finance
5
The quarterly journal of finance
5
Emerging markets, finance and trade : EMFT
4
European journal of operational research : EJOR
4
International journal of forecasting
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International journal of finance & economics : IJFE
3
International journal of financial engineering
3
Journal of international economics
3
Journal of risk
3
Quantitative finance
3
The journal of asset management
3
China finance review international
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ECONIS (ZBW)
6
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1
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
2
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
3
Risk premia and Lévy jumps : theory and evidence
Fallahgoul, Hasan
;
Hugonnier, Julien
;
Mancini, Loriano
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 810-851
Persistent link: https://www.econbiz.de/10014314823
Saved in:
4
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
5
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
Saved in:
6
Inflation risk premia, yield volatility, and macro factors
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012054457
Saved in:
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