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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~subject:"Volatilität"
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Volatilität
Estimation
157
Schätzung
157
USA
105
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105
Capital income
83
Kapitaleinkommen
83
Risikoprämie
54
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Bollerslev, Tim
4
Todorov, Viktor
4
Kelly, Bryan T.
2
Amaya, Diego
1
Andersen, Torben
1
Bai, Jennie
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bretscher, Lorenzo
1
Brogaard, Jonathan
1
Carrion, Allen
1
Chen, Honghui
1
Christoffersen, Peter F.
1
Chung, Kee H.
1
Cremers, Martijn
1
Della Corte, Pasquale
1
Dew-Becker, Ian
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Fleckenstein, Matthias
1
Fusari, Nicola
1
Gallmeyer, Michael F.
1
Gandhi, Priyank
1
Giglio, Stefano
1
Herskovic, Bernard
1
Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
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Jacobs, Kris
1
Joslin, Scott
1
Koijen, Ralph S. J.
1
Konchitchki, Yaniv
1
Kozhan, Roman
1
Lee, Suzanne S.
1
Li, Sophia Zhengzi
1
Liu, Yan
1
Lustig, Hanno
1
Manela, Asaf
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Journal of financial economics
The journal of economic perspectives : EP ; a journal of the American Economic Association
Energy economics
160
Finance research letters
153
The North American journal of economics and finance : a journal of financial economics studies
105
International review of economics & finance : IREF
104
Applied economics
95
International review of financial analysis
89
Economic modelling
87
Discussion paper / Centre for Economic Policy Research
81
Working paper / National Bureau of Economic Research, Inc.
76
Journal of econometrics
75
Research in international business and finance
64
Journal of banking & finance
52
Journal of international financial markets, institutions & money
52
Applied economics letters
50
Journal of empirical finance
49
Economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Journal of international money and finance
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
International journal of forecasting
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Pacific-Basin finance journal
35
International journal of finance & economics : IJFE
34
The journal of futures markets
33
Quantitative finance
31
Journal of financial econometrics
29
Journal of financial markets
27
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
26
Global finance journal
26
The European journal of finance
26
Discussion papers / CEPR
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Journal of economic dynamics & control
22
The review of financial studies
22
Empirical economics : a quarterly journal of the Institute for Advanced Studies
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Journal of financial and quantitative analysis : JFQA
18
Econometric reviews
17
International journal of emerging markets
17
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ECONIS (ZBW)
24
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1
Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
- In:
Journal of financial economics
121
(
2016
)
3
,
pp. 624-644
Persistent link: https://www.econbiz.de/10011590868
Saved in:
2
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:
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
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
5
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
6
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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8
Macro risks and the term structure of interest rates
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
Saved in:
9
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
10
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
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