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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:"Bollerslev, Tim"
~person:"Chéron, Arnaud"
~person:"Corsi, Fulvio"
~person:"Heckman, James J."
~person:"Zhou, Guofu"
~subject:"ARCH-Modell"
~subject:"Arbeitsmarktpolitik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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ARCH-Modell
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Bollerslev, Tim
Chéron, Arnaud
Corsi, Fulvio
Heckman, James J.
Zhou, Guofu
French, Kenneth Ronald
13
Fama, Eugene F.
12
Harvey, Campbell R.
11
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10
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9
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6
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Da, Zhi
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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
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
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6
Journal of empirical finance
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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4
The review of financial studies
4
Annals of economics and finance
3
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3
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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
2
Economics letters
2
Evaluation of training and other social programmes
2
International economic review
2
Journal of applied econometrics
2
Journal of financial markets
2
Labour economics : official journal of the European Association of Labour Economists
2
The journal of portfolio management : a publication of Institutional Investor
2
The review of economics and statistics
2
A National Bureau of Economic Research conference report
1
Annual review of financial economics
1
China finance review international
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Econometric analysis of financial and economic time series ; part B
1
Economic events, ideas, and policies : the 1960s and after
1
European financial management : the journal of the European Financial Management Association
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Finance research letters
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Handbook of economic forecasting ; Vol. 1
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Handbook of economic forecasting ; Volume 2A
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Handbook of labor economics ; Vol. 3A
1
International journal of forecasting
1
Japan and the world economy : international journal of theory and policy
1
Journal of derivatives & hedge funds
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
20
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20
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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
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
3
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:
4
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:
5
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:
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
Time series momentum : is it there?
Huang, Dashan
;
Li, Jiangyuan
;
Wang, Liyao
;
Zhou, Guofu
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
Saved in:
8
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
9
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
10
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:
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