//--> //--> //--> //-->
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:"Jacobs, Kris"
~person:"Langlois, Hugues"
~person:"Santa-Clara, Pedro"
~person:"Todorov, Viktor"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Stochastic process"
~subject:"Volatility"
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: economics
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Asset pricing models
CAPM
Stochastic process
Volatility
Capital income
13
Kapitaleinkommen
13
Estimation
10
Risikoprämie
10
Risk premium
10
Schätzung
10
Volatilität
10
Forecasting model
8
Prognoseverfahren
8
Option pricing theory
7
Optionspreistheorie
7
Theorie
7
Theory
7
Risiko
5
Risk
5
USA
5
United States
5
Stochastischer Prozess
4
Portfolio selection
3
Portfolio-Management
3
Risk premiums
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Analytical filtering
2
Börsenkurs
2
Capital market returns
2
Compound Poisson jumps
2
Cross-section of stock returns
2
Jumps
2
Kapitalmarktrendite
2
Return predictability
2
Share price
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Jacobs, Kris
Langlois, Hugues
Santa-Clara, Pedro
Todorov, Viktor
Bakshi, Gurdip S.
7
Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Bali, Turan G.
6
Christoffersen, Peter F.
6
Fama, Eugene F.
6
Bollerslev, Tim
5
Chordia, Tarun
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Aït-Sahalia, Yacine
4
Ball, Ray
4
Boons, Martijn
4
Carr, Peter
4
Ferson, Wayne E.
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Ornthanalai, Chayawat
4
Wang, Junbo
4
Wu, Liuren
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Ghysels, Eric
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Hou, Kewei
3
more ...
less ...
Published in...
All
Journal of financial economics
CREATES research paper
15
ERID working paper
6
Quantitative economics : QE ; journal of the Econometric Society
3
CREATES Research Papers
2
Finance and economics discussion series
1
HEC Paris research paper series
1
Journal of Financial Economics
1
Journal of monetary economics
1
Research paper series / Swiss Finance Institute
1
The journal of fixed income
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
2
What matters in a characteristic?
Langlois, Hugues
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 52-72
Persistent link: https://www.econbiz.de/10014331809
Saved in:
3
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:
4
Factors and risk premia in individual international stock returns
Chaieb, Ines
;
Langlois, Hugues
;
Scaillet, Olivier
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 669-692
Persistent link: https://www.econbiz.de/10013259849
Saved in:
5
Measuring skewness premia
Langlois, Hugues
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 399-424
Persistent link: https://www.econbiz.de/10012543092
Saved in:
6
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
7
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:
8
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->