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~isPartOf:"Journal of financial economics"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~person:"Bollerslev, Tim"
~subject:"Capital income"
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Bollerslev, Tim
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Journal of financial economics
Nota di lavoro / Fondazione Eni Enrico Mattei
Journal of econometrics
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ECONIS (ZBW)
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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
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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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