//--> //--> //--> //-->
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"
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
Dampened power law : reconcili...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
456
Kapitaleinkommen
456
Börsenkurs
171
Share price
171
Theorie
167
Theory
167
CAPM
157
Estimation
139
Schätzung
139
Portfolio selection
116
Portfolio-Management
116
USA
116
United States
116
Volatility
109
Volatilität
109
Risikoprämie
104
Risk premium
104
Forecasting model
97
Prognoseverfahren
97
Option pricing theory
79
Optionspreistheorie
79
Anlageverhalten
68
Behavioural finance
68
Risk
55
Risiko
53
Aktienmarkt
48
Stock market
48
Investment Fund
46
Investmentfonds
46
Return predictability
40
Capital market returns
36
Kapitalmarktrendite
36
Welt
35
World
35
Time series analysis
34
Zeitreihenanalyse
34
Stochastic process
31
Stochastischer Prozess
31
Yield curve
31
Zinsstruktur
31
more ...
less ...
Online availability
All
Undetermined
223
Type of publication
All
Article
548
Type of publication (narrower categories)
All
Article in journal
545
Aufsatz in Zeitschrift
545
Language
All
English
548
Author
All
Fama, Eugene F.
10
Bali, Turan G.
8
French, Kenneth Ronald
8
Bakshi, Gurdip S.
7
Harvey, Campbell R.
7
Chordia, Tarun
6
Christoffersen, Peter F.
6
Jacobs, Kris
6
Linnainmaa, Juhani
6
Moskowitz, Tobias J.
6
Santa-Clara, Pedro
6
Subrahmanyam, Avanidhar
6
Zhou, Guofu
6
Bollerslev, Tim
5
Da, Zhi
5
Keloharju, Matti
5
Liu, Yan
5
Lou, Dong
5
Pedersen, Lasse Heje
5
Avramov, Doron
4
Aït-Sahalia, Yacine
4
Barber, Brad M.
4
Brown, Stephen J.
4
Campbell, John Y.
4
Carr, Peter
4
Edelen, Roger M.
4
Hirshleifer, David
4
Hong, Harrison G.
4
Huang, Shiyang
4
Kelly, Bryan T.
4
Novy-Marx, Robert
4
Ornthanalai, Chayawat
4
Polk, Christopher
4
Richardson, Matthew
4
Starks, Laura T.
4
Timmermann, Allan
4
Todorov, Viktor
4
Warner, Jerold B.
4
Wu, Liuren
4
Yu, Jianfeng
4
more ...
less ...
Published in...
All
Journal of financial economics
Journal of econometrics
948
Finance research letters
850
NBER working paper series
845
Journal of banking & finance
838
European journal of operational research : EJOR
819
Working paper / National Bureau of Economic Research, Inc.
780
Economics letters
708
NBER Working Paper
688
Applied economics
686
International journal of forecasting
665
International journal of theoretical and applied finance
643
International review of financial analysis
599
Applied economics letters
541
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
539
Economic modelling
525
Journal of empirical finance
502
Discussion paper / Tinbergen Institute
472
Applied financial economics
467
Energy economics
461
International review of economics & finance : IREF
461
The journal of finance : the journal of the American Finance Association
459
Journal of forecasting
426
Insurance / Mathematics & economics
418
Journal of economic dynamics & control
418
Pacific-Basin finance journal
404
The North American journal of economics and finance : a journal of financial economics studies
396
The journal of futures markets
390
Working paper
389
The European journal of finance
374
Econometric theory
360
Management science : journal of the Institute for Operations Research and the Management Sciences
360
The review of financial studies
350
Quantitative finance
347
Finance and stochastics
345
Discussion paper / Centre for Economic Policy Research
334
Review of quantitative finance and accounting
322
Computational economics
316
Research in international business and finance
315
Mathematical finance : an international journal of mathematics, statistics and financial theory
313
more ...
less ...
Source
All
ECONIS (ZBW)
548
Showing
1
-
10
of
548
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
2
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
3
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
4
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:
5
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
Saved in:
6
Advancing the universality of quadrature methods to any underlying process for option pricing
Chen, Ding
;
Härkönen, Hannu J.
;
Newton, David P.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 600-612
Persistent link: https://www.econbiz.de/10010532686
Saved in:
7
Valuation of VIX derivatives
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 367-391
Persistent link: https://www.econbiz.de/10009749334
Saved in:
8
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
Saved in:
9
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
10
Realizing smiles : options pricing with relized volatility
Corsi, Fulvio
;
Fusari, Nicola
;
La Vecchia, Davide
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10009719740
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->