//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~subject:"CAPM"
~subject:"Corporate governance"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Corporate governance
Volatility
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Volatilität
5
Risikoprämie
4
Risk premium
4
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Cross-sectional return variation
2
High-frequency data
2
Return predictability
2
Risiko
2
Risk
2
Beta risk
1
Betafaktor
1
Capital market returns
1
Capital structure
1
Cointegration
1
Downside risk
1
Financial investment
1
Jump betas
1
Jumps
1
Kapitalanlage
1
Kapitalmarktrendite
1
Kapitalstruktur
1
Kointegration
1
Leverage effect
1
Long-memory and fractional cointegration
1
Market price risks
1
Market sentiment and fears
1
Option pricing theory
1
Option trading
1
Options
1
Optionsgeschäft
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bollerslev, Tim
Caporale, Guglielmo Maria
35
Spagnolo, Nicola
16
Harvey, Campbell R.
10
Gil-Alaña, Luis A.
9
Pedersen, Lasse Heje
7
Spagnolo, Fabio
7
Bakshi, Gurdip S.
6
Bali, Turan G.
6
Fama, Eugene F.
6
Harford, Jarrad V. T.
6
Jacobs, Kris
6
Chordia, Tarun
5
Christoffersen, Peter F.
5
French, Kenneth Ronald
5
Hunter, John
5
Kang, Jun-koo
5
Kelly, Bryan T.
5
Larcker, David F.
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Wang, Charles C. Y.
5
Ang, Andrew
4
Ball, Ray
4
Beirne, John
4
Boons, Martijn
4
Brav, Alon
4
Casares Field, Laura
4
Chen, Lin
4
Core, John E.
4
Ferson, Wayne E.
4
Graham, John R.
4
Karolyi, G. Andrew
4
Lemmon, Michael L.
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Parrino, Robert
4
Plastun, Alex
4
Santa-Clara, Pedro
4
more ...
less ...
Published in...
All
Economics and finance working paper series
Journal of financial economics
CREATES research paper
8
ERID working paper
4
Finance and economics discussion series
4
CFS working paper series
3
The review of economics and statistics
2
CFS Working Paper Series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Edward Elgar E-Book Archive
1
Edward Elgar books
1
Elgaronline
1
PIER Working Paper Archive
1
Quantitative economics : QE ; journal of the Econometric Society
1
Queen's Economics Department working paper
1
The international library of critical writings in economics
1
The international library of critical writings in economics series
1
The review of financial studies
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->