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~person:"Bollerslev, Tim"
~person:"Fabozzi, Frank J."
~subject:"Risiko"
~subject:"Risk"
~subject:"Statistische Verteilung"
~subject:"Stock market"
~type_genre:"Article in journal"
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Search: subject_exact:"Capital income"
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Risiko
Risk
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50
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50
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28
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28
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25
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Bollerslev, Tim
Fabozzi, Frank J.
Gupta, Rangan
62
Zaremba, Adam
52
Chiang, Thomas C.
27
Wohar, Mark E.
26
Demirer, Rıza
24
Bali, Turan G.
23
Ma, Feng
23
Tiwari, Aviral Kumar
23
Bouri, Elie
22
Cakici, Nusret
22
McMillan, David G.
22
Narayan, Paresh Kumar
20
Faff, Robert W.
19
Sehgal, Sanjay
19
Brooks, Robert
18
Grobys, Klaus
17
Zhang, Yaojie
17
Hammoudeh, Shawkat
16
Liang, Chao
16
Xuan Vinh Vo
16
Nguyen, Duc Khuong
15
Balcilar, Mehmet
14
Hassan, M. Kabir
14
Long, Huaigang
14
Nartea, Gilbert V.
14
Power, David M.
14
Wong, Wing Keung
14
Plastun, Alex
13
Ramiah, Vikash
13
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13
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13
Ur Rehman, Mobeen
13
Jareño, Francisco
12
Li, Yan
12
Ryu, Doojin
12
Umar, Zaghum
12
Zhong, Angel
12
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11
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Journal of econometrics
4
The journal of portfolio management : a publication of Institutional Investor
3
Applied financial economics
2
Journal of financial economics
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
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1
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ECONIS (ZBW)
24
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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
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
3
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:
4
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
5
Multiple subordinated modeling of asset returns : implications for option pricing
Shirvani, Abootaleb
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 290-319
Persistent link: https://www.econbiz.de/10012515600
Saved in:
6
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
7
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
8
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
9
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
10
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
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