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~person:"Bollerslev, Tim"
~person:"Račev, Svetlozar T."
~subject:"Capital income"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
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Capital income
Modellierung
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Bollerslev, Tim
Račev, Svetlozar T.
Zaremba, Adam
94
Diebold, Francis X.
72
Bekaert, Geert
67
Harvey, Campbell R.
60
Campbell, John Y.
58
Timmermann, Allan
50
Fabozzi, Frank J.
49
Stambaugh, Robert F.
47
Bali, Turan G.
46
Cakici, Nusret
45
Swanson, Norman R.
43
Zhou, Guofu
43
Dijk, Herman K. van
41
Ferson, Wayne E.
41
Gupta, Rangan
39
McAleer, Michael
38
Härdle, Wolfgang
37
Lux, Thomas
37
Jagannathan, Ravi
36
Lucas, André
35
Zhang, Lu
35
Lettau, Martin
34
Ravazzolo, Francesco
34
Guidolin, Massimo
33
Phillips, Peter C. B.
33
Hansen, Lars Peter
32
Pesaran, M. Hashem
32
Todorov, Viktor
32
Zhou, Hao
32
Guo, Hui
31
Ludvigson, Sydney C.
31
Chernov, Mikhail
30
Engle, Robert F.
30
Andersen, Torben
29
Caporale, Guglielmo Maria
29
Kogan, Leonid
29
Opschoor, Anne
29
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1
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
2
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
3
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
4
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
5
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
6
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
7
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
8
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
Saved in:
9
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
- In:
Review of finance : journal of the European Finance …
16
(
2012
)
1
,
pp. 31-80
Persistent link: https://www.econbiz.de/10009520608
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
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