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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"NBER working paper series"
~person:"Bollerslev, Tim"
~person:"Weidenmier, Marc D."
~subject:"Capital income"
~type:"article"
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Search: subject_exact:"Volatilität"
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Capital income
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8
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8
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Bollerslev, Tim
Weidenmier, Marc D.
Todorov, Viktor
4
Li, Sophia Zhengzi
3
Andersen, Torben
2
Ang, Andrew
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Aït-Sahalia, Yacine
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
NBER working paper series
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8
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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The review of economics and statistics
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Handbook of economic forecasting ; 1
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ECONIS (ZBW)
6
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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
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:
6
Identifying the effects of a lender of last resort on financial markets : lessons from the founding of the fed
Bernstein, Asaf
;
Hughson, Eric
;
Weidenmier, Marc D.
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10008702773
Saved in:
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