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~person:"Almeida, Caio"
~person:"Taylor, Stephen"
~subject:"Risikoprämie"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Risikoprämie
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Statistical distribution
6
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tail risk
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Almeida, Caio
Taylor, Stephen
Ciecka, James E.
7
Skoog, Gary R.
7
Bali, Turan G.
4
Bollerslev, Tim
4
Christoffersen, Peter F.
4
Gupta, Rangan
4
Jacobs, Kris
4
Jang, Soocheong
4
Koopman, Siem Jan
4
Lux, Thomas
4
Massacci, Daniele
4
Todorov, Viktor
4
Akgiray, Vedat
3
Andersen, Torben
3
Ardison, Kym
3
Booth, G. Geoffrey
3
Bouaddi, Mohammed
3
Chang, Kuang-Liang
3
Dobrev, Dobrislav
3
Fabozzi, Frank J.
3
Garcia, René
3
Giglio, Stefano
3
Günay, Samet
3
Hallam, Mark
3
Kelly, Bryan T.
3
Lucas, André
3
Maheu, John M.
3
Melick, William Robert
3
Nirei, Makoto
3
Olmo, Jose
3
Račev, Svetlozar T.
3
Rodriguez, Gabriel
3
Scaillet, Olivier
3
Schaumburg, Ernst
3
Schwaab, Bernd
3
Stengos, Thanasēs
3
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3
Xu, Dinghai
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
International journal of forecasting
1
Journal of banking & finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Risk aversion or model uncertainty? : an empirical cross-sectional analysis across countries
Engel, Pedro
;
Almeida, Caio
;
Valente, João Paulo
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
2
,
pp. 321-355
Persistent link: https://www.econbiz.de/10012129516
Saved in:
2
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
6
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
7
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
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