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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial economics"
~isPartOf:"WPg : Kompetenz schafft Vertrauen"
~person:"Bollerslev, Tim"
~person:"Nagel, Stefan"
~subject:"Forecasting model"
~subject:"Share price"
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Bollerslev, Tim
Nagel, Stefan
Pierdzioch, Christian
5
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Applied economics letters
Journal of financial economics
WPg : Kompetenz schafft Vertrauen
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ECONIS (ZBW)
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1
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
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2
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:
3
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:
4
Market efficiency in the age of big data
Martin, Ian
;
Nagel, Stefan
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 154-177
Persistent link: https://www.econbiz.de/10013473732
Saved in:
5
Dynamics of subjective risk premia
Nagel, Stefan
;
Xu, Zhengyang
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462598
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