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~accessRights:"restricted"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
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Bollerslev, Tim
Zaremba, Adam
59
Gupta, Rangan
27
Cakici, Nusret
19
Wang, Yudong
17
Wohar, Mark E.
17
Long, Huaigang
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Sehgal, Sanjay
12
Demirer, Rıza
11
Landsman, Zinoviy
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Nieuwerburgh, Stijn van
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Nonejad, Nima
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Prokopczuk, Marcel
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Bali, Turan G.
10
Bekaert, Geert
10
Grobys, Klaus
10
Zhang, Wei
10
Zhong, Angel
10
Chernov, Mikhail
9
Fabozzi, Frank J.
9
Garcia, René
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Karathanasopoulos, Andreas
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Kelly, Bryan T.
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Madan, Dilip B.
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Maio, Paulo
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Chiah, Mardy
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Chiang, Thomas C.
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Engle, Robert F.
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Li, Youwei
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Pedersen, Lasse Heje
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Tamoni, Andrea
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Tang, Yi
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Todorov, Viktor
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Umutlu, Mehmet
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Vanduffel, Steven
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Wolf, Michael
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Zhang, Yaojie
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Almeida, Caio
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1
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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:
2
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
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3
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:
4
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:
5
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:
6
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
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