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
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
Tails, fears and risk premia
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatilität
203
Volatility
202
Theorie
131
Theory
130
Schätzung
101
Estimation
100
Capital income
97
Kapitaleinkommen
97
Börsenkurs
71
Share price
71
Time series analysis
66
Zeitreihenanalyse
66
Prognoseverfahren
64
USA
64
Forecasting model
63
United States
61
Estimation theory
50
Schätztheorie
50
Risikoprämie
46
Risk premium
46
Stochastic process
44
Stochastischer Prozess
44
high-frequency data
36
ARCH-Modell
35
ARCH model
34
CAPM
31
Ankündigungseffekt
30
Nichtparametrisches Verfahren
30
Nonparametric statistics
30
Announcement effect
29
Exchange rate
28
Wechselkurs
28
High-frequency data
25
Risk
25
Aktienmarkt
23
Deutschland
23
Option pricing theory
23
Optionspreistheorie
23
Risiko
23
jumps
23
more ...
less ...
Online availability
All
Free
296
Undetermined
150
Type of publication
All
Book / Working Paper
359
Article
332
Type of publication (narrower categories)
All
Article in journal
124
Aufsatz in Zeitschrift
124
Working Paper
104
Arbeitspapier
95
Graue Literatur
90
Non-commercial literature
90
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
Konferenzschrift
2
Sammelwerk
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Festschrift
1
Sammlung
1
research-article
1
more ...
less ...
Language
All
English
394
Undetermined
295
French
1
Hungarian
1
Author
All
Bollerslev, Tim
526
Andersen, Torben G.
182
Todorov, Viktor
168
Diebold, Francis X.
151
Andersen, Torben
92
Tauchen, George
63
Zhou, Hao
44
Tauchen, George Eugene
36
Vega, Clara
35
Christoffersen, Peter F.
34
Labys, Paul
32
Fusari, Nicola
26
Bollerslev, T.
24
Patton, Andrew J.
23
Li, Jia
22
Sizova, Natalia
16
Quaedvlieg, Rogier
15
Diebold, Francis
14
Wu, Jin
14
Xu, Lai
13
Baillie, Richard T.
12
Engle, Robert F.
12
Meddahi, Nour
12
Baillie, Richard
11
Grynkiv, Iaryna
11
Anderson, Torben G.
10
Kretschmer, Uta
10
Li, Sophia Zhengzi
10
Pigorsch, Christian
10
Wright, Jonathan H.
9
Dobrev, Dobrislav
8
Domowitz, Ian
8
Ebens, Heiko
8
Nielsen, Morten Ørregaard
8
Thyrsgaard, Martin
8
Das, Ashish
7
Baillie, R.T.
6
Baillie, Richard T
6
Christoffersen, Peter
6
Ghysels, Eric
6
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
26
National Bureau of Economic Research
21
National Bureau of Economic Research (NBER)
19
Duke University, Department of Economics
15
Center for Financial Studies
12
Department of Economics, University of Pennsylvania
7
Federal Reserve Board (Board of Governors of the Federal Reserve System)
7
Financial Institutions Center, Wharton School of Business
6
Economics Department, Michigan State University
5
Rodney L. White Center for Financial Research
4
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Finance Department, Stern School of Business
3
The Wharton Financial Institutions Center
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Département de Sciences Économiques, Université de Montréal
2
CentER for Economic Research, Universiteit van Tilburg
1
Economics Department, Massachusetts Institute of Technology (MIT)
1
Economics Department, Queen's University
1
Economics and Econometrics Research Institute (EERI)
1
Institute of Economic Research, Hitotsubashi University
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
Oxford University Press
1
Tilburg University, Center for Economic Research
1
University of Chicago / Graduate School of Business / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Weiss Center for International Financial Research, Wharton School of Business
1
arXiv.org
1
more ...
less ...
Published in...
All
Journal of econometrics
65
CREATES Research Papers
26
Journal of Econometrics
25
CREATES research paper
21
NBER Working Paper
21
NBER working paper series
20
NBER Working Papers
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Working paper / National Bureau of Economic Research, Inc.
17
ERID working paper
16
Working Papers / Duke University, Department of Economics
15
Working paper / National Bureau of Economic Research, Inc
15
The journal of finance : the journal of the American Finance Association
14
CFS Working Paper Series
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Economic Research Initiatives at Duke (ERID) Working Paper
11
Journal of Business & Economic Statistics
9
Econometric theory
8
Journal of financial economics
8
CFS working paper series
7
CREATES Research Paper
7
PIER Working Paper Archive
7
The review of economics and statistics
7
Working papers / Financial Institutions Center
7
CFS Working Paper
6
Center for Financial Institutions Working Papers
6
Finance and economics discussion series
6
Journal of Finance
6
Journal of applied econometrics
6
Journal of empirical finance
6
Journal of international money and finance
6
Quantitative Economics
6
The review of financial studies
6
Econometrica
5
Finance and Economics Discussion Series
5
Michigan State - Econometrics and Economic Theory
5
Cahiers de recherche
4
International economic review
4
Journal of International Money and Finance
4
Journal of international economics
4
more ...
less ...
Source
All
ECONIS (ZBW)
370
RePEc
202
OLC EcoSci
89
EconStor
13
BASE
12
Other ZBW resources
5
Showing
51
-
60
of
691
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
A discrete-time model for daily S & P500 returns and realized variations : jumps and leverage effects
Bollerslev, Tim
;
Kretschmer, Uta
;
Pigorsch, Christian
; …
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 151-166
Persistent link: https://www.econbiz.de/10003858496
Saved in:
52
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2012
Persistent link: https://www.econbiz.de/10009553634
Saved in:
53
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
54
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
55
Realized volatility forecasting and market microstructure noise
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 220-234
Persistent link: https://www.econbiz.de/10009242523
Saved in:
56
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
57
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
58
Financial risk measurement for financial risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2013
Persistent link: https://www.econbiz.de/10009696029
Saved in:
59
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
2012
Persistent link: https://www.econbiz.de/10009667370
Saved in:
60
Periodicity, non-stationarity, and forecasting of economic and financial time series
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009623572
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
