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person:"Zhang, Lu"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"Time series analysis"
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Risikoprämie
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Time series analysis
Capital income
216
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216
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73
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70
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
Subrahmanyam, Avanidhar
Diebold, Francis X.
66
Bollerslev, Tim
65
Bekaert, Geert
51
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48
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47
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45
Timmermann, Allan
45
Zaremba, Adam
45
Gupta, Rangan
44
Caporale, Guglielmo Maria
38
Zhou, Guofu
36
Bali, Turan G.
35
Ferson, Wayne E.
35
Guidolin, Massimo
35
Edmans, Alex
31
Engle, Robert F.
31
Ludvigson, Sydney C.
31
Lux, Thomas
31
Gabaix, Xavier
30
Acemoglu, Daron
29
Pesaran, M. Hashem
28
Zhou, Hao
27
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26
Prokopczuk, Marcel
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Pástor, Ľuboš
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Veronesi, Pietro
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Cochrane, John H.
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Jagannathan, Ravi
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Lettau, Martin
24
Todorov, Viktor
24
Kogan, Leonid
23
McMillan, David G.
23
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23
Wang, Yudong
23
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22
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ECONIS (ZBW)
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1
A theory of overconfidence, self-attribution, and security market under- and over-reactions
Daniel, Kent
;
Hirshleifer, David
;
Subrahmanyam, Avanidhar
-
1997
Persistent link: https://www.econbiz.de/10000958854
Saved in:
2
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:
3
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
4
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
5
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
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
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
8
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
9
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
10
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
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