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~isPartOf:"Journal of financial economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Bollerslev, Tim"
~person:"Da, Zhi"
~subject:"Schätzung"
~subject:"United States"
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Schätzung
United States
Capital income
17
Kapitaleinkommen
17
Volatility
12
Volatilität
12
Estimation
9
Forecasting model
7
Prognoseverfahren
7
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7
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Bollerslev, Tim
Da, Zhi
Goetzmann, William N.
15
Campbell, John Y.
14
Hong, Harrison G.
14
Poterba, James M.
14
Stambaugh, Robert F.
13
Stein, Jeremy C.
13
Ang, Andrew
11
Choi, James J.
11
Mitchell, Olivia S.
11
Sialm, Clemens
11
Lakonishok, Josef
10
Lamont, Owen A.
10
Pástor, Ľuboš
10
Baker, Malcolm
9
Ferson, Wayne E.
9
Metrick, Andrew
9
Weisbenner, Scott J.
9
Bekaert, Geert
8
Laibson, David I.
8
Moskowitz, Tobias J.
8
Stulz, René M.
8
Brown, Jeffrey R.
7
Chan, Louis K. C.
7
Harvey, Campbell R.
7
Ludvigson, Sydney C.
7
Lustig, Hanno
7
Nagel, Stefan
7
Nieuwerburgh, Stijn van
7
Shoven, John B.
7
Warnock, Francis E.
7
Whitelaw, Robert F.
7
Wurgler, Jeffrey
7
Brown, Stephen J.
6
Gompers, Paul A.
6
Ivković, Zoran
6
Kaplan, Steven N.
6
Lo, Andrew W.
6
Madrian, Brigitte C.
6
Massa, Massimo
6
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
CREATES research paper
5
Journal of econometrics
5
NBER working paper series
5
The review of financial studies
5
NBER Working Paper
4
Journal of financial and quantitative analysis : JFQA
3
ERID working paper
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
Management science : journal of the Institute for Operations Research and the Management Sciences
2
CREATES Research Paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Forthcoming: Review of Financial Studies
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of money, credit and banking : JMCB
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
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ECONIS (ZBW)
11
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1
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10
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11
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1
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003793423
Saved in:
2
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2007
Persistent link: https://www.econbiz.de/10003606472
Saved in:
3
Coordinated noise trading : evidence from pension fund reallocations
Da, Zhi
;
Larrain, Borja
;
Sialm, Clemens
;
Tessada, José A.
-
2016
Persistent link: https://www.econbiz.de/10011474671
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
5
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:
6
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:
7
Hedging demand and market intraday momentum
Baltussen, Guido
;
Da, Zhi
;
Lammers, Sten
;
Martens, Martin
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 377-403
Persistent link: https://www.econbiz.de/10012650726
Saved in:
8
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:
9
Indexing and stock market serial dependence around the world
Baltussen, Guido
;
Bekkum, Sjoerd van
;
Da, Zhi
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 26-48
Persistent link: https://www.econbiz.de/10012134770
Saved in:
10
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:
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