//--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The Canadian journal of economics"
~person:"Taamouti, Abderrahim"
~person:"Trojani, Fabio"
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
The Effects of Environmental T...
Similar by person
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
3
Kapitaleinkommen
3
Börsenkurs
2
Estimation
2
Forecasting model
2
Prognoseverfahren
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Schätzung
2
Share price
2
Theorie
2
Theory
2
Capital market returns
1
Causality analysis
1
Kapitalmarktrendite
1
Kausalanalyse
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Risikomaß
1
Risk measure
1
Statistical distribution
1
Statistische Verteilung
1
Volatility
1
Volatilität
1
economic predictability
1
prediction of market returns
1
risk factor
1
risk-neutral probability
1
tail risk
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
Taamouti, Abderrahim
Trojani, Fabio
Garcia, René
13
Almeida, Caio
6
Ardison, Kym
6
Vicente, Jose
6
Renault, Eric
4
Ghysels, Eric
3
Bali, Turan G.
2
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Luger, Richard
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Bonomo, Marco Antonio
1
Dufour, Jean-Marie
1
Rodrigues, Paulo M. M.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The Canadian journal of economics
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->