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person:"Lakonishok, Josef"
~person:"Bollerslev, Tim"
~person:"Prokopczuk, Marcel"
~person:"Smith, Peter N."
~person:"Zhang, Lu"
~subject:"Risikoprämie"
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Risikoprämie
Capital income
247
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247
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96
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96
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93
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93
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Lakonishok, Josef
Bollerslev, Tim
Prokopczuk, Marcel
Smith, Peter N.
Zhang, Lu
Zaremba, Adam
35
Zhou, Hao
26
Bali, Turan G.
22
Campbell, John Y.
21
Bekaert, Geert
20
Gupta, Rangan
17
Ludvigson, Sydney C.
17
Nitschka, Thomas
16
Garcia, René
15
Harvey, Campbell R.
15
Sarno, Lucio
15
Guo, Hui
14
Parker, Jonathan A.
14
Verdelhan, Adrien
13
Yogo, Motohiro
13
Long, Huaigang
12
Piazzesi, Monika
12
Subrahmanyam, Avanidhar
12
Valente, Giorgio
12
Wohar, Mark E.
12
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11
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11
Lustig, Hanno
11
Menkhoff, Lukas
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Ng, Serena
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10
Cakici, Nusret
10
Fisher, Jonas D. M.
10
Scaillet, Olivier
10
Tamoni, Andrea
10
Tauchen, George Eugene
10
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10
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9
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9
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9
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ECONIS (ZBW)
59
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1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
The risk and return from factors
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
-
1997
Persistent link: https://www.econbiz.de/10000634580
Saved in:
3
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:
4
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:
5
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
6
Can stochastic discount factor models explain the cross-section of equity returns?
Pongrapeeporn Abhakorn
;
Smith, Peter N.
;
Wickens, Michael R.
- In:
Review of financial economics : RFE
28
(
2016
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011579683
Saved in:
7
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:
8
Carry and trend following returns in the foreign exchange market
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2015
Persistent link: https://www.econbiz.de/10010531060
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
10
Trend following, risk parity and momentum in commodity futures
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
- In:
International review of financial analysis
31
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010461541
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