//--> //--> //-->
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:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~person:"Renò, Roberto"
~subject:"Stochastic process"
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
Sectoral R&D intensity and Exc...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Risikoprämie
2
Risk premium
2
Share price
2
Volatility
2
Volatilität
2
CAPM
1
Co-jumps
1
Estimation
1
Forecasting model
1
Infinitesimal cross-moments
1
Jumps
1
Jumps in prices
1
Jumps in volatility
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Return predictability
1
Return risk premia
1
Schätzung
1
Stochastic volatility
1
Stochastischer Prozess
1
Systemic events
1
Variance risk premia
1
Variance risk premium
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Koopman, Siem Jan
McAleer, Michael
Renò, Roberto
Fusari, Nicola
2
Jacobs, Kris
2
Ornthanalai, Chayawat
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bandi, F. M.
1
Bates, David S.
1
Brandt, Michael W.
1
Campbell, John Y.
1
Chernov, Mikhail
1
Christensen, Kimberly
1
Christoffersen, Peter F.
1
Collin-Dufresne, Pierre
1
Corsi, Fulvio
1
Daniel, Kent
1
Doshi, Hitesh
1
Filipović, Damir
1
Geske, Robert Leonard
1
Ghysels, Eric
1
Giglio, Stefano
1
Gourier, Elise
1
Kapadia, Nishad
1
Kimmel, Robert
1
La Vecchia, Davide
1
Leippold, Markus
1
Liu, Rui
1
Mancini, Loriano
1
Medvedev, Alexey
1
Mencía, Javier
1
Oomen, Roel C. A.
1
Podolskij, Mark
1
Polk, Christopher
1
Santa-Clara, Pedro
1
Sağlam, Mehmet
1
Scaillet, Olivier
1
Sentana, Enrique
1
Strømberg, Jacob
1
Subrahmanyam, Avanidhar
1
Todorov, Viktor
1
more ...
less ...
Published in...
All
Journal of financial economics
Discussion paper / Tinbergen Institute
34
Econometric Institute research papers
10
Working paper
10
Econometric reviews
9
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometrics : open access journal
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Global COE Hi-Stat discussion paper series
2
Risks : open access journal
2
The econometrics journal
2
Discussion paper series / LSE Financial Markets Group
1
Econometric theory
1
Economics letters
1
Finance research letters
1
Handbook of financial time series
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
LEM working paper series
1
Managerial finance
1
Quaderni del Dipartimento di economia politica e statistica
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tinbergen Institute Discussion Paper 14-071/III
1
Tinbergen Institute Discussion Paper 14-118/III
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->