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~isPartOf:"Journal of financial economics"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Diebold, Francis X."
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
Measurement
Monte-Carlo-Simulation
Theorie
United States
Volatility
7
Volatilität
7
Capital income
4
Estimation
4
Kapitaleinkommen
4
Option pricing theory
4
Optionspreistheorie
4
Schätzung
4
CAPM
3
Risikoprämie
3
Risk premium
3
Statistical distribution
3
Statistische Verteilung
3
Theory
3
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2
Forecasting model
2
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2
Prognoseverfahren
2
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2
Risk
2
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1988-1991
1
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Equity markets
1
Extreme events
1
Factor-mimicking portfolios
1
Fat tails
1
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1
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1
Option pricing
1
Option-implied moments
1
Portfolio selection
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Aufsatz in Zeitschrift
Systematic review
Working Paper
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3
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Andersen, Torben
Christoffersen, Peter F.
Diebold, Francis X.
Medeiros, Marcelo C.
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Giglio, Stefano
3
Jacobs, Kris
3
Li, Sophia Zhengzi
3
Parrino, Robert
3
Bekaert, Geert
2
Brandt, Michael W.
2
Della Corte, Pasquale
2
Dew-Becker, Ian
2
Fleming, Jeff
2
Goldstein, Robert S.
2
Greenwood, Robin
2
Kelly, Bryan T.
2
Kirby, Chris
2
Liu, Jun
2
McCurdy, Thomas H.
2
Moreira, Alan
2
Muravyev, Dmitriy
2
Ornthanalai, Chayawat
2
Ostdiek, Barbara
2
Pan, Jun
2
Panageas, Stauros
2
Polk, Christopher
2
Renò, Roberto
2
Segal, Gill
2
Shleifer, Andrei
2
Todorov, Viktor
2
Weidenmier, Marc D.
2
Yuan, Yu
2
Zhao, Xiaofei
2
Ai, Hengjie
1
Anand, Amber
1
Armstrong, Will J.
1
Bae, Kee-hong
1
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
21
Working papers / Financial Institutions Center
9
Journal of econometrics
8
CREATES research paper
7
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
CFS working paper series
6
The journal of finance : the journal of the American Finance Association
6
Working papers / Rodney L. White Center for Financial Research
6
Financial Institutions Center
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial markets
3
The review of financial studies
3
Working papers / Penn Institute for Economic Research
3
CFS Working Paper
2
Econometric reviews
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Global COE Hi-Stat discussion paper series
2
International economic review
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Technical working paper / National Bureau of Economic Research
2
The review of economics and statistics
2
Working papers / Federal Reserve Bank of Chicago
2
American Economic Review papers and proceedings
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
Economic policy review
1
Economics discussion papers
1
Economía chilena
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
Handbook of economic forecasting ; Vol. 1
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
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1
Option valuation with long-run and short-run
volatility
components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
2
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
Saved in:
3
The distribution of realized stock return
volatility
Andersen, Torben
(
contributor
)
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
Saved in:
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