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~isPartOf:"CREATES research paper"
~person:"Bollerslev, Tim"
~person:"Nitschka, Thomas"
~subject:"Capital income"
~type_genre:"Arbeitspapier"
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Capital income
Kapitaleinkommen
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Bollerslev, Tim
Nitschka, Thomas
Todorov, Viktor
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
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2
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
3
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
4
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10008659419
Saved in:
5
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
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