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~isPartOf:"The review of financial studies"
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USA
356
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356
Capital income
263
Kapitaleinkommen
263
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215
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215
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137
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137
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126
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126
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87
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Christoffersen, Peter F.
7
Jacobs, Kris
7
Longstaff, Francis A.
7
Bekaert, Geert
6
Bakshi, Gurdip S.
5
Greenwood, Robin
5
Pedersen, Lasse Heje
5
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5
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4
Croce, Mariano M.
4
Da, Zhi
4
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4
Driessen, Joost
4
Engle, Robert F.
4
Ferson, Wayne E.
4
Griffin, John M.
4
Hirshleifer, David
4
Joslin, Scott
4
Morellec, Erwan
4
Polk, Christopher
4
Santa-Clara, Pedro
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Veronesi, Pietro
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3
Ang, Andrew
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3
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3
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3
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3
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3
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3
Brennan, Michael J.
3
Chen, Hui
3
Chernov, Mikhail
3
Conrad, Jennifer S.
3
Crotty, Kevin
3
David, Alexander
3
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The review of financial studies
NBER working paper series
1,393
Finance research letters
1,314
Working paper / National Bureau of Economic Research, Inc.
1,298
Journal of banking & finance
1,145
NBER Working Paper
1,131
International review of financial analysis
910
Energy economics
869
European journal of operational research : EJOR
810
Applied economics
754
The journal of futures markets
741
Journal of financial economics
733
International review of economics & finance : IREF
730
International journal of theoretical and applied finance
715
Economics letters
661
Journal of econometrics
649
Applied financial economics
645
Journal of empirical finance
637
Economic modelling
617
Applied economics letters
604
The journal of finance : the journal of the American Finance Association
589
The North American journal of economics and finance : a journal of financial economics studies
583
Discussion paper / Centre for Economic Policy Research
579
IMF Working Papers
544
Journal of international financial markets, institutions & money
534
Research in international business and finance
531
Pacific-Basin finance journal
526
Journal of international money and finance
525
Working paper
508
The European journal of finance
461
Journal of economic dynamics & control
453
Journal of financial and quantitative analysis : JFQA
435
Insurance / Mathematics & economics
429
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
402
Quantitative finance
396
Journal of risk and financial management : JRFM
381
Review of quantitative finance and accounting
375
Discussion paper / Tinbergen Institute
374
Management science : journal of the Institute for Operations Research and the Management Sciences
374
CESifo working papers
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ECONIS (ZBW)
527
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527
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1
Volatility
dynamics for the S&P500 : evidence from realized
volatility
, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
2
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
Saved in:
3
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
Saved in:
4
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
Saved in:
5
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic
volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Saved in:
6
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
7
Financial market dislocations
Pasquariello, Paolo
- In:
The review of financial studies
27
(
2014
)
6
,
pp. 1868-1914
Persistent link: https://www.econbiz.de/10010371336
Saved in:
8
Generalized disappointment aversion, long-run
volatility
risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
Saved in:
9
Asymmetric
volatility
and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
- In:
The review of financial studies
13
(
2000
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001475039
Saved in:
10
Asset allocation with a high dimensional latent factor stochastic
volatility
model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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