//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimation of Jump Tails
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
78
Volatilität
78
Estimation
50
Schätzung
50
Theorie
47
Theory
47
Capital income
38
Kapitaleinkommen
38
Börsenkurs
29
Share price
29
Time series analysis
29
Zeitreihenanalyse
29
Estimation theory
28
Schätztheorie
28
USA
28
United States
28
Stochastic process
25
Stochastischer Prozess
25
Forecasting model
24
Prognoseverfahren
24
High-frequency data
17
Risikoprämie
16
Risk premium
16
CAPM
14
Exchange rate
14
Wechselkurs
14
Option pricing theory
13
Optionspreistheorie
13
Devisenmarkt
10
Foreign exchange market
10
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
ARCH model
9
ARCH-Modell
9
Risiko
9
Risk
9
Ankündigungseffekt
8
Announcement effect
8
Deutsche Mark
8
Jumps
8
more ...
less ...
Online availability
All
Undetermined
44
Free
3
Type of publication
All
Article
119
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
122
Working Paper
105
Arbeitspapier
96
Graue Literatur
91
Non-commercial literature
91
Aufsatz im Buch
8
Book section
8
Article
4
Systematic review
4
Thesis
4
Übersichtsarbeit
4
Collection of articles of several authors
2
Hochschulschrift
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Festschrift
1
Konferenzschrift
1
Sammlung
1
research-article
1
more ...
less ...
Language
All
English
121
French
1
Author
All
Bollerslev, Tim
86
Todorov, Viktor
44
Andersen, Torben
30
Tauchen, George Eugene
21
Li, Jia
14
Baillie, Richard
8
Fusari, Nicola
7
Patton, Andrew J.
7
Zhou, Hao
6
Diebold, Francis X.
5
Quaedvlieg, Rogier
5
Meddahi, Nour
4
Domowitz, Ian
3
Engle, Robert F.
3
Li, Sophia Zhengzi
3
Varneskov, Rasmus Tangsgaard
3
Xu, Lai
3
Grynkiv, Iaryna
2
Linton, Oliver
2
Mikkelsen, Hans Ole Æ.
2
Sizova, Natalia
2
Thyrsgaard, Martin
2
Vega, Clara
2
Wooldridge, Jeffrey M.
2
Wright, Jonathan H.
2
Zhang, Congshan
2
Zhang, Yang
2
Zhang, Zhengjun
2
Archakov, Ilya
1
Bondarenko, Oleg
1
Cai, Jun
1
Chaves, Leonardo Salim Saker
1
Chen, Rui
1
Das, Ashish
1
Dobrev, Dobrislav
1
Forsberg, Lars
1
Frederiksen, Per
1
Ghysels, Eric
1
Gibson, Michael S.
1
Grund, Leon
1
more ...
less ...
Institution
All
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Published in...
All
Journal of econometrics
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The journal of finance : the journal of the American Finance Association
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of financial economics
6
Journal of applied econometrics
5
The review of economics and statistics
5
Econometric theory
3
Journal of empirical finance
3
Journal of international money and finance
3
Quantitative economics : QE ; journal of the Econometric Society
3
The review of financial studies
3
Econometric reviews
2
International economic review
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics
2
Journal of international economics
2
The American economic review
2
The review of economic studies
2
American economic review
1
Annales d'économie et de statistique
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of political economy
1
Journal of time series econometrics
1
NBER reporter online
1
Oxford bulletin of economics and statistics
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
122
Showing
1
-
10
of
122
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
3
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
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:
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
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:
8
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
9
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
Todorov, Viktor
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003833752
Saved in:
10
Variance risk-premium dynamics : the role of jumps
Todorov, Viktor
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 345-383
Persistent link: https://www.econbiz.de/10003941654
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->