//--> //--> //--> //-->
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:"Santa-Clara, Pedro"
~person:"Todorov, Viktor"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Forecasting model"
~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
Forecasting model
Stochastic process
Volatility
Capital income
10
Kapitaleinkommen
10
Volatilität
10
Estimation
9
Risikoprämie
9
Risk premium
9
Schätzung
9
Option pricing theory
7
Optionspreistheorie
7
Prognoseverfahren
6
Theorie
6
Theory
6
USA
5
United States
5
Risiko
4
Risk
4
Stochastischer Prozess
4
Risk premiums
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
Portfolio selection
2
Portfolio-Management
2
Return predictability
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Jacobs, Kris
Santa-Clara, Pedro
Todorov, Viktor
Harvey, Campbell R.
9
Bakshi, Gurdip S.
7
Pedersen, Lasse Heje
7
Zhou, Guofu
7
Bali, Turan G.
6
Christoffersen, Peter F.
6
Fama, Eugene F.
6
Bollerslev, Tim
5
Chordia, Tarun
5
Ferson, Wayne E.
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Linnainmaa, Juhani
5
Moskowitz, Tobias J.
5
Nagel, Stefan
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Avramov, Doron
4
Aït-Sahalia, Yacine
4
Ball, Ray
4
Boons, Martijn
4
Carr, Peter
4
Da, Zhi
4
Della Corte, Pasquale
4
Liu, Yan
4
Longstaff, Francis A.
4
Lou, Dong
4
Novy-Marx, Robert
4
Ornthanalai, Chayawat
4
Sadka, Ronnie
4
Timmermann, Allan
4
Wang, Junbo
4
Wu, Liuren
4
Ai, Hengjie
3
Bai, Jennie
3
Bandi, Federico M.
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
Journal of Financial Economics
1
Journal of monetary economics
1
The journal of fixed income
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
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:
3
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:
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
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:
6
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:
7
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:
8
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:
9
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->