Narrow search
Showing 171 - 180 of 40,245
Cover Image
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar; Schneider, Paul - 2009
Persistent link: https://www.econbiz.de/10009428004
Cover Image
Quantifying the variance risk premium in VIX options
Barnea, Amir; Hogan, Reed - In: The journal of portfolio management : a publication of … 38 (2012) 3, pp. 143-148
Persistent link: https://www.econbiz.de/10009669616
Cover Image
Bond variance risk premia
Mueller, Philippe; Vedolin, Andrea; Yen, Yu-min - 2012
Persistent link: https://www.econbiz.de/10009552228
Cover Image
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
Cover Image
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang; Zhu, John Qi - In: Pacific-Basin finance journal 20 (2012) 5, pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
Cover Image
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
Cover Image
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - 2010
Persistent link: https://www.econbiz.de/10009009831
Cover Image
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene; Zhou, Hao - In: Journal of econometrics 160 (2011) 1, pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Cover Image
Investigating impacts of self-exciting jumps in returns and volatility : a Bayesian learning approach
Fulop, Andras; Li, Junye; Yu, Jun - 2012
Persistent link: https://www.econbiz.de/10010202344
Cover Image
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010207758