//--> //--> //--> //-->
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
Arbitrage-Free Prediction of t...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
184
Volatilität
184
Capital income
164
Kapitaleinkommen
164
Theorie
121
Theory
121
Forecasting model
113
Prognoseverfahren
113
Börsenkurs
107
Share price
107
Estimation
86
Schätzung
86
Option pricing theory
79
Optionspreistheorie
79
CAPM
76
Risikoprämie
69
Risk premium
69
USA
50
United States
50
Portfolio selection
44
Portfolio-Management
44
Return predictability
39
Risiko
35
Risk
35
Anlageverhalten
30
Behavioural finance
30
Option trading
27
Optionsgeschäft
27
Aktienmarkt
23
Stochastic process
23
Stochastischer Prozess
23
Stock market
23
Welt
23
World
23
Yield curve
21
Zinsstruktur
21
Time series analysis
20
Zeitreihenanalyse
20
Capital market returns
19
Kapitalmarktrendite
19
more ...
less ...
Online availability
All
Undetermined
162
Type of publication
All
Article
331
Type of publication (narrower categories)
All
Article in journal
330
Aufsatz in Zeitschrift
330
Language
All
English
331
Author
All
Bakshi, Gurdip S.
6
Christoffersen, Peter F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
Zhou, Guofu
5
Aït-Sahalia, Yacine
4
Bali, Turan G.
4
Della Corte, Pasquale
4
Harvey, Campbell R.
4
Kelly, Bryan T.
4
Liu, Yan
4
Lou, Dong
4
Ornthanalai, Chayawat
4
Panayotov, George
4
Santa-Clara, Pedro
4
Todorov, Viktor
4
Ang, Andrew
3
Bandi, Federico M.
3
Brandt, Michael W.
3
Carr, Peter
3
Chan, Kalok
3
Cohen, Lauren
3
Collin-Dufresne, Pierre
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Greenwood, Robin
3
Huang, Shiyang
3
Lee, Charles M. C.
3
Li, Sophia Zhengzi
3
Moskowitz, Tobias J.
3
Newton, David P.
3
Pan, Jun
3
Pedersen, Lasse Heje
3
Polk, Christopher
3
Sarno, Lucio
3
Scaillet, Olivier
3
Shleifer, Andrei
3
So, Eric
3
Wu, Liuren
3
Yuan, Yu
3
more ...
less ...
Published in...
All
Journal of financial economics
International journal of forecasting
1,623
Finance research letters
936
Journal of forecasting
906
Energy economics
889
NBER working paper series
826
Working paper / National Bureau of Economic Research, Inc.
730
NBER Working Paper
705
Journal of econometrics
694
Journal of banking & finance
691
Applied economics
680
International review of financial analysis
615
International journal of theoretical and applied finance
605
The journal of futures markets
604
Economic modelling
580
Working paper
543
Economics letters
532
Applied economics letters
510
International review of economics & finance : IREF
491
European journal of operational research : EJOR
480
The North American journal of economics and finance : a journal of financial economics studies
474
Discussion paper / Centre for Economic Policy Research
469
Discussion paper / Tinbergen Institute
462
Journal of empirical finance
432
Insurance / Mathematics & economics
430
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
412
Applied financial economics
391
Quantitative finance
373
Research in international business and finance
372
Computational economics
354
Technological forecasting & social change : an international journal
354
Risks : open access journal
345
Journal of international money and finance
336
Journal of risk and financial management : JRFM
335
Journal of economic dynamics & control
333
CESifo working papers
326
The European journal of finance
311
IMF working papers
307
Journal of international financial markets, institutions & money
306
Mathematical finance : an international journal of mathematics, statistics and financial theory
302
more ...
less ...
Source
All
ECONIS (ZBW)
331
Showing
1
-
10
of
331
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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
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
Does the Ross recovery theorem work empirically?
Jackwerth, Jens Carsten
;
Menner, Marco
- In:
Journal of financial economics
137
(
2020
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10012588349
Saved in:
5
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:
6
Measuring skewness premia
Langlois, Hugues
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 399-424
Persistent link: https://www.econbiz.de/10012543092
Saved in:
7
The distribution of realized stock return
volatility
Andersen, Torben
(
contributor
)
- In:
Journal of financial economics
61
(
2001
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10001592215
Saved in:
8
Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B.
- In:
Journal of financial economics
70
(
2003
)
3
,
pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
Saved in:
9
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
Saved in:
10
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
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...
//-->