//--> //--> //-->
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:"The review of financial studies"
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
Tails, fears and risk premia
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
USA
3
United States
3
Risikoprämie
2
Risk premium
2
1990-2002
1
1990-2005
1
1994-2014
1
Aktie
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
Dauer
1
Duration
1
Electronic trading
1
Elektronisches Handelssystem
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Prognoseverfahren
1
Risiko
1
Risk
1
Schätzung
1
Securities
1
Share
1
Share price
1
Swap
1
Transaction costs
1
Transaktionskosten
1
Varianzanalyse
1
Volatility
1
Volatilität
1
Wertpapier
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
3
Author
All
Bollerslev, Tim
3
Todorov, Viktor
3
Zhou, Hao
2
Hood, Benjamin
1
Huss, John
1
Pedersen, Lasse Heje
1
Tauchen, George
1
Tauchen, George Eugene
1
more ...
less ...
Published in...
All
The review of financial studies
Journal of econometrics
63
CREATES Research Papers
26
Journal of Econometrics
25
CREATES research paper
21
NBER Working Paper
21
NBER working paper series
20
NBER Working Papers
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Working paper / National Bureau of Economic Research, Inc.
17
ERID working paper
16
Working Papers / Duke University, Department of Economics
15
Working paper / National Bureau of Economic Research, Inc
15
The journal of finance : the journal of the American Finance Association
14
CFS Working Paper Series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economic Research Initiatives at Duke (ERID) Working Paper
11
Journal of Business & Economic Statistics
9
Econometric theory
8
Journal of financial economics
8
CFS working paper series
7
CREATES Research Paper
7
PIER Working Paper Archive
7
The review of economics and statistics
7
Working papers / Financial Institutions Center
7
CFS Working Paper
6
Center for Financial Institutions Working Papers
6
Finance and economics discussion series
6
Journal of Finance
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of international money and finance
6
Quantitative Economics
6
Econometrica
5
Finance and Economics Discussion Series
5
Michigan State - Econometrics and Economic Theory
5
Cahiers de recherche
4
International economic review
4
Journal of International Money and Finance
4
Journal of international economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
3
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
2
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
Saved in:
3
Variance risk-premium dynamics : the role of jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 345-383
Persistent link: https://www.econbiz.de/10003941654
Saved in:
4
Variance Risk-Premium Dynamics: The Role of Jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 345-345
Persistent link: https://www.econbiz.de/10008352734
Saved in:
5
Variance Risk-Premium Dynamics: The Role of Jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2013
)
1
,
pp. 345-344
Persistent link: https://www.econbiz.de/10010113782
Saved in:
6
Expected Stock Returns and Variance Risk Premia
Bollerslev, Tim
;
Tauchen, George
;
Zhou, Hao
- In:
The review of financial studies
22
(
2013
)
11
,
pp. 4463-4462
Persistent link: https://www.econbiz.de/10010114741
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->