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~isPartOf:"Foreign exchange markets"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of labor economics"
~isPartOf:"Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps"
~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Ang, Andrew"
~person:"Bollerslev, Tim"
~person:"Chéron, Arnaud"
~person:"Corsi, Fulvio"
~person:"Heckman, James J."
~subject:"ARCH-Modell"
~subject:"Arbeitsmarktpolitik"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Ang, Andrew
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11
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10
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Foreign exchange markets
Journal of financial econometrics
Journal of financial economics
Journal of labor economics
Knowledge, information, and expectations in modern macroeconomics : in honor of Edmund S. Phelps
Journal of econometrics
22
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7
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2
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Asset management at central banks and monetary authorities : new practices in managing international foreign exchange reserves
1
Climate investing : new strategies and implementation challenges
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NBER reporter online
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ECONIS (ZBW)
19
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19
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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
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
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
Comment on: price discovery in high resolution
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 439-451
Persistent link: https://www.econbiz.de/10012654941
Saved in:
5
HARK the SHARK : realized volatility modeling with measurement errors and nonlinear dependencies
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 614-649
Persistent link: https://www.econbiz.de/10012654982
Saved in:
6
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:
7
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:
8
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:
9
Life-cycle equilibrium unemployment
Chéron, Arnaud
;
Hairault, Jean-Olivier
;
Langot, François
- In:
Journal of labor economics
31
(
2013
)
4
,
pp. 843-882
Persistent link: https://www.econbiz.de/10010199483
Saved in:
10
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
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