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~isPartOf:"Journal of financial economics"
~subject:"Theorie"
~subject:"Volatility"
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Jacobs, Kris
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1
Risk, return, and dividends
Ang, Andrew
;
Liu, Jun
- In:
Journal of financial economics
85
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003485173
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2
Estimation of continuous-time models with an application to equity
volatility
dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
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3
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
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4
Stock returns after major price shocks : the impact of information
Savor, Pavel
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 635-659
Persistent link: https://www.econbiz.de/10009710154
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5
"Déjà vol" : predictive regressions for aggregate stock market
volatility
using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
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6
Stock price fragility
Greenwood, Robin
;
Thesmar, David
- In:
Journal of financial economics
102
(
2011
)
3
,
pp. 471-490
Persistent link: https://www.econbiz.de/10009409752
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7
Is momentum really momentum?
Novy-Marx, Robert
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
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8
Good and bad uncertainty : macroeconomic and financial market implications
Segal, Gill
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 369-397
Persistent link: https://www.econbiz.de/10011480267
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9
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
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10
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
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