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~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"nld"
~person:"Bollerslev, Tim"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Sammelwerk"
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Volatility
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Volatilität
5
Risikoprämie
4
Risk premium
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Bollerslev, Tim
Christoffersen, Peter F.
5
Jacobs, Kris
5
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Collin-Dufresne, Pierre
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Della Corte, Pasquale
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Giglio, Stefano
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Li, Sophia Zhengzi
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2
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2
Brandt, Michael W.
2
Chung, Kee H.
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Ermolov, Andrey
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2
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2
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2
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Journal of financial economics
Journal of econometrics
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The journal of finance : the journal of the American Finance Association
3
International economic review
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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The review of economics and statistics
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER reporter online
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Review of finance : journal of the European Finance Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
5
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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:
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