//--> //--> //-->
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"
~person:"Jondeau, Eric"
~person:"Kelly, Bryan T."
~person:"Timmermann, Allan"
~subject:"Forecasting model"
~subject:"Risiko"
~subject:"Risk"
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
Pricing Bermudan Swaptions in...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Risiko
Risk
Capital income
9
Kapitaleinkommen
9
Estimation
8
Schätzung
8
CAPM
6
Portfolio selection
5
Portfolio-Management
5
Börsenkurs
4
Prognoseverfahren
4
Risikoprämie
4
Risk premium
4
Share price
4
Theorie
4
Theory
4
Factor model
3
Volatility
3
Volatilität
3
Bayes-Statistik
2
Bayesian inference
2
Beta risk
2
Betafaktor
2
Capital market returns
2
Conditional betas
2
Factor analysis
2
Faktorenanalyse
2
IPCA
2
Investment Fund
2
Investmentfonds
2
Kapitalmarktrendite
2
Return predictability
2
Aktienfonds
1
Aktienmarkt
1
Anlageverhalten
1
Anomaly
1
Average skewness
1
BARRA
1
Bayesian analysis
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Jondeau, Eric
Kelly, Bryan T.
Timmermann, Allan
Bali, Turan G.
7
Bollerslev, Tim
5
Zhou, Guofu
5
Liu, Yan
4
Todorov, Viktor
4
Brown, Stephen J.
3
Cohen, Lauren
3
Harvey, Campbell R.
3
Huang, Shiyang
3
Langlois, Hugues
3
Lee, Charles M. C.
3
Linnainmaa, Juhani
3
Lou, Dong
3
Santa-Clara, Pedro
3
So, Eric
3
Agarwal, Vikas
2
Avramov, Doron
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Baltussen, Guido
2
Barroso, Pedro
2
Boons, Martijn
2
Caglayan, Mustafa O.
2
Chen, Yong
2
Christoffersen, Peter F.
2
Chung, Kee H.
2
Da, Zhi
2
Han, Yufeng
2
Hanson, Samuel G.
2
Herskovic, Bernard
2
Hou, Kewei
2
Keloharju, Matti
2
Lewellen, Jonathan
2
Li, Sophia Zhengzi
2
Lin, Tse-Chun
2
Londono, Juan M.
2
Lundblad, Christian
2
Lustig, Hanno
2
Malloy, Christopher
2
more ...
less ...
Published in...
All
Journal of financial economics
Research paper series / Swiss Finance Institute
6
Swiss Finance Institute Research Paper
6
International journal of forecasting
4
NBER Working Paper
4
DAE working paper
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion papers / CEPR
3
Handbooks in economics
3
Journal of econometrics
3
Working papers / Brandeis University, Department of Economics and International Business School
3
Chicago Booth Research Paper
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
Journal of empirical finance
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Critical finance review
1
Discussion paper / Centre for Economic Policy Research
1
Essays in nonlinear time series econometrics
1
Finance : revue de l'Association Française de Finance
1
Journal of banking & finance
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 forecasting
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The economic journal : the journal of the Royal Economic Society
1
The journal of finance : the journal of the American Finance Association
1
University of Chicago, Becker Friedman Institute for Economics Working Paper
1
Working papers / Financial Institutions Center
1
Yale ICF Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
- In:
Journal of financial economics
119
(
2016
)
2
,
pp. 249-283
Persistent link: https://www.econbiz.de/10011589843
Saved in:
2
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
3
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
Saved in:
4
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
5
Understanding momentum and reversal
Kelly, Bryan T.
;
Moskowitz, Tobias J.
;
Pruitt, Seth
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
Saved in:
6
Average skewness matters
Jondeau, Eric
;
Zhang, Qunzi
;
Zhu, Xiaoneng
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10012166774
Saved in:
7
A factor model for option returns
Büchner, Matthias
;
Kelly, Bryan T.
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1140-1161
Persistent link: https://www.econbiz.de/10013402153
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->