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~isPartOf:"Journal of financial economics"
~person:"Härdle, Wolfgang"
~person:"Moreira, Alan"
~person:"Todorov, Viktor"
~subject:"Betafaktor"
~subject:"Volatilität"
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Betafaktor
Volatilität
Volatility
6
Capital income
5
Estimation
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5
Risikoprämie
5
Risk premium
5
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Härdle, Wolfgang
Moreira, Alan
Todorov, Viktor
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
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3
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Ornthanalai, Chayawat
3
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3
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3
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2
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2
Bakshi, Gurdip S.
2
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2
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2
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2
Brandt, Michael W.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Ermolov, Andrey
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Fleming, Jeff
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Kang, Qiang
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Kirby, Chris
2
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2
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Journal of financial economics
SFB 649 discussion paper
23
Journal of econometrics
18
Discussion papers of interdisciplinary research project 373
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
CREATES research paper
7
ERID working paper
6
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 business & economic statistics : JBES ; a publication of the American Statistical Association
4
NBER Working Paper
4
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
4
Applied quantitative finance
3
IRTG 1792 discussion paper
3
Journal of financial econometrics
3
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3
CREATES Research Paper
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International review of financial analysis
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Quantitative economics : QE ; journal of the Econometric Society
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Review of derivatives research
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The journal of finance : the journal of the American Finance Association
2
Working papers / Rodney L. White Center for Financial Research
2
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
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Finance and stochastics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Global COE Hi-Stat discussion paper series
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Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of forecasting
1
Nonparametric dynamic modelling
1
Prognoserechnung
1
Publikationen / Center for Applied Statistics and Economics
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Springer eBook Collection / Mathematics and Statistics
1
SpringerLink / Bücher
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ECONIS (ZBW)
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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
Should long-term investors time volatility?
Moreira, Alan
;
Muir, Tyler
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 507-527
Persistent link: https://www.econbiz.de/10012133012
Saved in:
3
News implied volatility and disaster concerns
Manela, Asaf
;
Moreira, Alan
- In:
Journal of financial economics
123
(
2017
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
Saved in:
4
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:
5
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:
6
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:
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