//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Journal of financial economics"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the prediction of the impli...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Börsenkurs
3
Capital income
3
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Share price
3
Volatility
3
Volatilität
3
High-frequency data
2
Return predictability
2
Beta risk
1
Betafaktor
1
CAPM
1
Capital market returns
1
Cointegration
1
Cross-sectional return variation
1
Jump betas
1
Kapitalmarktrendite
1
Kointegration
1
Long-memory and fractional cointegration
1
Market price risks
1
Market sentiment and fears
1
Realized and options implied volatilities
1
Time series analysis
1
Time-varying jump tails
1
Variance risk premium
1
Volatility risk premium
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bollerslev, Tim
Fama, Eugene F.
7
Gupta, Rangan
6
Tiwari, Aviral Kumar
6
Zhou, Guofu
6
French, Kenneth Ronald
5
Harvey, Campbell R.
5
Linnainmaa, Juhani
5
Bali, Turan G.
4
Boons, Martijn
4
Da, Zhi
4
Demirer, Rıza
4
Hong, Harrison G.
4
Moskowitz, Tobias J.
4
Richardson, Matthew
4
Subrahmanyam, Avanidhar
4
Wang, Yudong
4
Warner, Jerold B.
4
Abakah, Emmanuel Joel Aikins
3
Ball, Ray
3
Barber, Brad M.
3
Bessembinder, Hendrik
3
Chordia, Tarun
3
Dai, Zhifeng
3
Gerakos, Joseph
3
Han, Yufeng
3
Hirshleifer, David
3
Keloharju, Matti
3
Kothari, S. P.
3
Lee, Charles M. C.
3
Li, Sophia Zhengzi
3
Liu, Yan
3
Lou, Dong
3
Ma, Feng
3
Mollick, André Varella
3
Narayan, Paresh Kumar
3
Pedersen, Lasse Heje
3
Scaillet, Olivier
3
Ang, Andrew
2
Awartani, Basel
2
more ...
less ...
Published in...
All
Energy economics
Journal of financial economics
CREATES research paper
7
NBER working paper series
7
ERID working paper
5
Journal of econometrics
5
NBER Working Paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
CFS working paper series
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Finance and economics discussion series
2
Financial Institutions Center
2
The review of economics and statistics
2
Working papers / Financial Institutions Center
2
CREATES Research Paper
1
Economics letters
1
Handbook of economic forecasting ; 1
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
NBER reporter online
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of financial studies
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->