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~person:"Garcia, René"
~person:"Molenaar, Roderick"
~person:"Zhu, John Qi"
~subject:"China"
~subject:"Prognoseverfahren"
~subject:"financial services management"
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China
Prognoseverfahren
financial services management
Risikoprämie
21
Risk premium
21
Capital income
16
Kapitaleinkommen
16
Risiko
11
Risk
11
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10
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Nichtparametrisches Verfahren
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risk-neutral probability
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tail risk
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1987-2007
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English
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Garcia, René
Molenaar, Roderick
Zhu, John Qi
Zhou, Hao
21
Faria, Gonçalo
17
Gupta, Rangan
15
Verona, Fabio
15
Bekaert, Geert
14
Zaremba, Adam
14
Bollerslev, Tim
12
Prokopczuk, Marcel
12
Zhou, Guofu
12
Londono, Juan M.
11
Ghysels, Eric
10
Pettenuzzo, Davide
10
Wese Simen, Chardin
10
Long, Huaigang
9
Sarno, Lucio
9
Scaillet, Olivier
9
Tamoni, Andrea
9
Tsiakas, Ilias
9
Almeida, Caio
8
Hamilton, James D.
8
Hoerova, Marie
8
Jiang, Fuwei
8
Wang, Yudong
8
Yin, Libo
8
Baumeister, Christiane
7
Jagannathan, Ravi
7
Nonejad, Nima
7
Tu, Jun
7
Xu, Lai
7
An, Jiyoun
6
Bali, Turan G.
6
Della Corte, Pasquale
6
Engstrom, Eric
6
Ermolov, Andrey
6
Löffler, Gunter
6
Meligkotsidou, Loukia
6
Nitschka, Thomas
6
Ornelas, José Renato Haas
6
Song, Dongho
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Pacific-Basin finance journal
2
IDEI working papers
1
International journal of financial services management : IJFSM
1
Research paper series / Swiss Finance Institute
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The review of financial studies
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ECONIS (ZBW)
9
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1
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:
2
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:
3
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:
4
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
5
Generalized disappointment aversion, long-run volatility risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
6
Asset pricing, jump risk, and China's B-share discount puzzle
Zhou, Haigang
;
Zhu, John Qi
- In:
International journal of financial services management …
6
(
2013
)
4
,
pp. 352-366
Persistent link: https://www.econbiz.de/10010483943
Saved in:
7
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang
;
Zhu, John Qi
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
Saved in:
8
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
9
The real-time predictability of the size and value premium in Japan
Bauer, Rob
;
Derwall, Jeroen
;
Molenaar, Roderick
- In:
Pacific-Basin finance journal
12
(
2004
)
5
,
pp. 503-523
Persistent link: https://www.econbiz.de/10002375007
Saved in:
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