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~person:"Bollerslev, Tim"
~person:"Zaremba, Adam"
~subject:"Volatilität"
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Volatilität
Capital income
241
Kapitaleinkommen
241
Börsenkurs
111
Share price
111
Estimation
107
Schätzung
107
CAPM
92
Volatility
88
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Bollerslev, Tim
Zaremba, Adam
Gupta, Rangan
94
McAleer, Michael
56
Caporale, Guglielmo Maria
51
Diebold, Francis X.
48
Bekaert, Geert
41
Bouri, Elie
38
Andersen, Torben
33
Ma, Feng
28
Pierdzioch, Christian
28
Spagnolo, Nicola
26
Todorov, Viktor
26
McMillan, David G.
25
Chang, Chia-Lin
24
Lux, Thomas
24
Yılmaz, Kamil
23
Chiang, Thomas C.
22
Wang, Yudong
22
Bali, Turan G.
21
Gil-Alaña, Luis A.
21
Asai, Manabu
20
Engle, Robert F.
20
Kumar, Dilip
20
Christoffersen, Peter F.
19
Campbell, John Y.
18
Caporin, Massimiliano
18
Wohar, Mark E.
18
Andersen, Torben G.
17
Harvey, Campbell R.
17
Kočenda, Evžen
17
Meddahi, Nour
17
Aït-Sahalia, Yacine
16
Balcilar, Mehmet
16
Bohl, Martin T.
16
Demirer, Rıza
16
Jiang, George J.
16
Prokopczuk, Marcel
16
Tauchen, George Eugene
16
Baruník, Jozef
15
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National Bureau of Economic Research
7
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1
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8
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7
Working paper / National Bureau of Economic Research, Inc.
6
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5
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ECONIS (ZBW)
88
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1
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
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
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
4
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
5
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
6
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
9
Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam
;
Czapkiewicz, Anna
;
Będowska-Sójka, Barbara
- In:
Finance research letters
24
(
2018
),
pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
Saved in:
10
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
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