//--> //--> //-->
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 economics"
~isPartOf:"Queen's Economics Department working paper"
~person:"Bollerslev, Tim"
~person:"Liu, Yan"
~person:"Nitschka, Thomas"
~subject:"Capital income"
~subject:"Schätzung"
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
Empirical analysis of the impa...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Schätzung
Kapitaleinkommen
10
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
CAPM
4
Risikoprämie
4
Risk premium
4
Börsenkurs
3
Risiko
3
Risk
3
Share price
3
Theorie
3
Theory
3
Bootstrap
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Cross-sectional return variation
2
Data Mining
2
Data mining
2
Factor analysis
2
Factor selection
2
Factors
2
Faktorenanalyse
2
Fama-MacBeth
2
GRS
2
High-frequency data
2
Multiple testing
2
Orthogonalization
2
Portfolio selection
2
Portfolio-Management
2
Predictive regressions
2
Regression analysis
2
Regressionsanalyse
2
Return predictability
2
Statistical test
2
Statistischer Test
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
10
Author
All
Bollerslev, Tim
Liu, Yan
Nitschka, Thomas
Fama, Eugene F.
6
Kelly, Bryan T.
5
Linnainmaa, Juhani
5
Zhou, Guofu
5
Bali, Turan G.
4
Boons, Martijn
4
Chordia, Tarun
4
Christoffersen, Peter F.
4
French, Kenneth Ronald
4
Moskowitz, Tobias J.
4
Nielsen, Morten Ørregaard
4
Novy-Marx, Robert
4
Pedersen, Lasse Heje
4
Santa-Clara, Pedro
4
Todorov, Viktor
4
Andersen, Torben
3
Bai, Jennie
3
Croce, Mariano M.
3
Harvey, Campbell R.
3
Jacobs, Kris
3
Langlois, Hugues
3
Lo, Andrew W.
3
Lundblad, Christian
3
Ornthanalai, Chayawat
3
Subrahmanyam, Avanidhar
3
Tamoni, Andrea
3
Timmermann, Allan
3
Wang, Junbo
3
Ai, Hengjie
2
Avramov, Doron
2
Aït-Sahalia, Yacine
2
Backus, David
2
Bae, Kee-hong
2
Bakshi, Gurdip S.
2
Ball, Ray
2
Bandi, Federico M.
2
Barber, Brad M.
2
Barroso, Pedro
2
more ...
less ...
Published in...
All
Journal of financial economics
Queen's Economics Department working paper
NBER working paper series
7
SNB working papers
7
CREATES research paper
6
ERID working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
NBER Working Paper
5
Working paper / Institute for Empirical Research in Economics, University of Zürich
5
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of econometrics
4
Journal of international money and finance
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CFS working paper series
2
CREATES Research Paper
2
Finance and economics discussion series
2
Financial Institutions Center
2
Swiss journal of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Working papers / Financial Institutions Center
2
Applied financial economics
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Tinbergen Institute
1
Duke I&E Research Paper
1
German economic review
1
International economic review
1
International finance
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 economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
NBER reporter online
1
Review of finance : journal of the European Finance Association
1
Swiss National Bank Working Paper
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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
Saved in:
5
Lucky factors
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
141
(
2021
),
pp. 413-435
Persistent link: https://www.econbiz.de/10013259772
Saved in:
6
Lucky factors
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 413-435
Persistent link: https://www.econbiz.de/10013259856
Saved in:
7
Reconstructing the yield curve
Liu, Yan
;
Wu, Jing Cynthia
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1395-1425
Persistent link: https://www.econbiz.de/10012875953
Saved in:
8
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
2008
We provide an empirical framework for assessing the distributional properties of daily speculative returns within the context of the continuous-time jump diffusion models traditionally used in asset pricing finance. Our approach builds directly on recently developed realized variation measures...
Persistent link: https://www.econbiz.de/10003742083
Saved in:
9
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.
;
Liu, Yan
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Saved in:
10
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->