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~person:"Bollerslev, Tim"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Devisenmarkt"
~subject:"Modellierung"
~subject:"Statistische Verteilung"
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CAPM
Capital income
Devisenmarkt
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Theorie
107
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106
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89
Volatility
88
Kapitaleinkommen
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Bollerslev, Tim
Campbell, John Y.
113
Fabozzi, Frank J.
99
Bekaert, Geert
96
Zaremba, Adam
96
Zhang, Lu
94
Harvey, Campbell R.
83
Diebold, Francis X.
81
Ferson, Wayne E.
78
Hansen, Lars Peter
78
Jagannathan, Ravi
72
Cochrane, John H.
67
Stambaugh, Robert F.
67
Zhou, Guofu
66
Hens, Thorsten
65
Timmermann, Allan
60
Lo, Andrew W.
59
Madan, Dilip B.
58
Jarrow, Robert A.
56
Bali, Turan G.
55
Engle, Robert F.
52
Faff, Robert W.
52
Lee, Cheng F.
52
Lettau, Martin
52
Robotti, Cesare
52
Cakici, Nusret
51
Ludvigson, Sydney C.
51
Caporale, Guglielmo Maria
50
Kogan, Leonid
50
Lustig, Hanno
50
McAleer, Michael
50
Ang, Andrew
49
Guidolin, Massimo
49
He, Xue-zhong
49
Kan, Raymond
49
Pedersen, Lasse Heje
48
Taylor, Mark P.
48
Bansal, Ravi
47
Bottazzi, Giulio
47
Pesaran, M. Hashem
47
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ECONIS (ZBW)
88
RePEc
3
EconStor
1
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1
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:
2
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
4
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
Saved in:
10
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
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