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person:"Stein, Jeremy C."
subject:"Share price"
~person:"Bollerslev, Tim"
~subject:"1980-1999"
~subject:"Kapitaleinkommen"
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Share price
1980-1999
Kapitaleinkommen
Estimation
87
Schätzung
87
Volatility
46
Volatilität
46
Capital income
43
Börsenkurs
39
USA
37
United States
37
Theorie
35
Theory
35
Forecasting model
24
Prognoseverfahren
24
Risikoprämie
22
Risk premium
22
Time series analysis
16
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16
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Germany
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11
Portfolio selection
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Portfolio-Management
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10
Beta risk
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Betafaktor
9
High-frequency data
9
Anlageverhalten
8
Behavioural finance
8
Exchange rate
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Wechselkurs
8
Deutsche Mark
7
Impact assessment
7
Option pricing theory
7
Optionspreistheorie
7
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Free
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English
60
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Stein, Jeremy C.
Bollerslev, Tim
Gupta, Rangan
97
Caporale, Guglielmo Maria
72
Zaremba, Adam
70
Pierdzioch, Christian
55
Gil-Alaña, Luis A.
52
McAleer, Michael
52
McMillan, David G.
52
Bohl, Martin T.
45
Narayan, Paresh Kumar
44
Hautsch, Nikolaus
40
Todorov, Viktor
39
Wohar, Mark E.
39
Bali, Turan G.
36
Timmermann, Allan
35
Campbell, John Y.
33
Engle, Robert F.
33
Theissen, Erik
31
Tiwari, Aviral Kumar
31
Allen, David E.
30
Pesaran, M. Hashem
30
Lettau, Martin
29
Bouri, Elie
28
Cakici, Nusret
28
Ludvigson, Sydney C.
27
Härdle, Wolfgang
26
Nitschka, Thomas
25
Ma, Feng
24
Stulz, René M.
24
Zhou, Guofu
24
Ang, Andrew
22
Lo, Andrew W.
22
Stambaugh, Robert F.
22
Balcilar, Mehmet
21
Cheung, Yin-Wong
21
Chiang, Thomas C.
21
Ghysels, Eric
21
Guidolin, Massimo
21
Lux, Thomas
21
Schrimpf, Andreas
21
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National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
1
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Journal of financial economics
7
Journal of econometrics
6
NBER Working Paper
6
NBER working paper series
6
CREATES research paper
5
Working paper / National Bureau of Economic Research, Inc.
4
ERID working paper
3
CREATES Research Paper
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Discussion paper series / Harvard Institute of Economic Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
Economic Research Initiatives at Duke (ERID) Working Paper
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
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Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
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The quarterly journal of economics
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ECONIS (ZBW)
60
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1
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10
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60
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1
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:
2
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
7
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
8
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
9
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
10
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
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