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~accessRights:"restricted"
~isPartOf:"Journal of financial economics"
~person:"Härdle, Wolfgang"
~person:"Todorov, Viktor"
~subject:"Betafaktor"
~subject:"Volatility"
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Betafaktor
Volatility
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Volatilität
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Option pricing
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Härdle, Wolfgang
Todorov, Viktor
Bollerslev, Tim
4
Giglio, Stefano
3
Li, Sophia Zhengzi
3
Bai, Jennie
2
Bali, Turan G.
2
Della Corte, Pasquale
2
Dew-Becker, Ian
2
Ermolov, Andrey
2
Jiang, Hao
2
Kelly, Bryan T.
2
Moreira, Alan
2
Polk, Christopher
2
Putniņš, Tālis J.
2
Renò, Roberto
2
Sarno, Lucio
2
Segal, Gill
2
Shaliastovich, Ivan
2
Xu, Lai
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Agarwal, Vikas
1
Ai, Hengjie
1
Amaya, Diego
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Anand, Amber
1
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Arisoy, Yakup Eser
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Armstrong, Will J.
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Aït-Sahalia, Yacine
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Bae, Kyounghun
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Bandi, F. M.
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Bandi, Federico M.
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Białkowski, Je̜drzej
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Journal of financial economics
Journal of econometrics
10
Journal of financial econometrics
3
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper / National Bureau of Economic Research, Inc.
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Applied quantitative finance
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Digital finance : smart data analytics, investment innovation, and financial technology
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Econometric theory
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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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Journal of applied econometrics
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Journal of banking & finance
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Springer eBook Collection / Mathematics and Statistics
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SpringerLink / Bücher
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The European journal of finance
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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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