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~language:"eng"
~language:"nor"
~language:"und"
~person:"Bollerslev, Tim"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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CAPM
Volatility
55
Volatilität
55
Theorie
44
Theory
44
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30
Schätzung
30
USA
29
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29
Capital income
26
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26
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21
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21
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20
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19
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16
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Collection of articles of several authors
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9
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Bollerslev, Tim
Zaremba, Adam
63
Fabozzi, Frank J.
38
Jarrow, Robert A.
36
Faff, Robert W.
32
Ferson, Wayne E.
31
Cakici, Nusret
30
Harvey, Campbell R.
29
Madan, Dilip B.
29
Lee, Cheng F.
27
Hansen, Lars Peter
25
Hens, Thorsten
23
Satchell, Stephen
23
Sehgal, Sanjay
23
Zhou, Guofu
23
Fama, Eugene F.
20
Campbell, John Y.
19
Fletcher, Jonathan
19
Levy, Haim
19
Bossaerts, Peter L.
18
Cochrane, John H.
18
Kan, Raymond
18
Robotti, Cesare
18
He, Xue-zhong
17
Renault, Eric
17
Rubio, Gonzalo
17
Shanken, Jay
17
Yang, Chunpeng
17
Jagannathan, Ravi
16
Zhang, Lu
16
Bali, Turan G.
15
Brennan, Michael J.
15
Duffie, Darrell
15
Guo, Hui
15
Lo, Andrew W.
15
Vaihekoski, Mika
15
Hommes, Cars H.
14
Hung, Mao-Wei
14
Li, Bin
14
Longstaff, Francis A.
14
Stambaugh, Robert F.
14
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Journal of econometrics
2
Journal of financial economics
2
Econometric analysis of financial and economic time series ; part B
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of political economy
1
NBER reporter online
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ECONIS (ZBW)
11
Showing
1
-
10
of
11
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date (oldest first)
1
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
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
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
4
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
5
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2006
Persistent link: https://www.econbiz.de/10003350083
Saved in:
6
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
7
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
8
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
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