//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~person:"Härdle, Wolfgang"
~person:"Jacobs, Kris"
~person:"Todorov, Viktor"
~subject:"Betafaktor"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Betafaktor
Volatilität
Volatility
9
Estimation
6
Schätzung
6
Capital income
5
Kapitaleinkommen
5
Option pricing theory
5
Optionspreistheorie
5
Risikoprämie
5
Risk premium
5
Forecasting model
4
Prognoseverfahren
4
CAPM
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Capital market returns
2
Jumps
2
Kapitalmarktrendite
2
Return predictability
2
Risiko
2
Risk
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
USA
2
United States
2
Yield curve
2
Zinsstruktur
2
1970-2003
1
1988-1991
1
1991-2005
1
Aktienmarkt
1
Analytical filtering
1
Beta risk
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Härdle, Wolfgang
Jacobs, Kris
Todorov, Viktor
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Sarno, Lucio
3
Andersen, Torben
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brandt, Michael W.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Ermolov, Andrey
2
Fleming, Jeff
2
Fusari, Nicola
2
Gourier, Elise
2
Greenwood, Robin
2
Harvey, Campbell R.
2
Jiang, Hao
2
Jones, Charles M.
2
Kang, Qiang
2
Kelly, Bryan T.
2
Kirby, Chris
2
Leippold, Markus
2
Liu, Jun
2
McCurdy, Thomas H.
2
Moreira, Alan
2
more ...
less ...
Published in...
All
Journal of financial economics
SFB 649 discussion paper
23
Journal of econometrics
18
CREATES research paper
11
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
ERID working paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of financial econometrics
4
Applied quantitative finance
3
CREATES Research Paper
3
IRTG 1792 discussion paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Rotman School of Management Working Paper
3
Working papers / Financial Institutions Center
3
International review of financial analysis
2
Journal of financial and quantitative analysis : JFQA
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of derivatives research
2
The journal of finance : the journal of the American Finance Association
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
AFA 2013 San Diego Meetings Paper
1
Applied quantitative finance : theory and computational tools
1
CORE discussion paper : DP
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Econometric theory
1
Finance Down Under 2019 Building on the Best from the Cellars of Finance
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Global COE Hi-Stat discussion paper series
1
Handbook of Economic Forecasting : volume 2, part A
1
Handbook of economic forecasting ; Volume 2A
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
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
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:
3
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
6
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
7
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->