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~isPartOf:"CFS working paper series"
~isPartOf:"CREATES research paper"
~language:"eng"
~person:"Bollerslev, Tim"
~subject:"ARCH-Modell"
~subject:"Faktorenanalyse"
~subject:"Optionspreistheorie"
~subject:"Share price"
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ARCH-Modell
Faktorenanalyse
Optionspreistheorie
Share price
Estimation
7
Schätzung
7
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
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3
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Volatility
3
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1990-2008
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Index-Futures
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Martingal
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Martingale
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Nichtparametrisches Verfahren
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Option pricing theory
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Portfolio selection
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Bollerslev, Tim
Hautsch, Nikolaus
9
Mittnik, Stefan
7
Franzke, Stefanie A.
6
Paolella, Marc S.
6
Haas, Markus
5
Kaltenhäuser, Bernd
4
Schlag, Christian
4
Mikkelsen, Jakob Guldbæk
3
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Todorov, Viktor
3
Ergemen, Yunus Emre
2
Grammig, Joachim
2
Hahn, Elke
2
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2
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2
Menkveld, Albert J.
2
Nielsen, Morten Ørregaard
2
Podolskij, Mark
2
Theissen, Erik
2
Urga, Giovanni
2
Violante, Francesco
2
Andersen, Torben
1
Andreasen, Martin Møller
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Bartram, Söhnke M.
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Baumeister, Christiane
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Beltran Lopez, Helena
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Casas, Isabel
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Demetrescu, Matei
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Diebold, Francis X.
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Dolatabadi, Sepideh
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CFS working paper series
CREATES research paper
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4
Journal of financial economics
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CREATES Research Paper
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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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1
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
3
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
4
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
5
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
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