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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~subject:"CAPM"
~subject:"Share price"
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Deutschland
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Theorie
40
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20
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13
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13
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12
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Bollerslev, Tim
Jarrow, Robert A.
38
Madan, Dilip B.
25
Gupta, Rangan
19
Levy, Haim
19
Bossaerts, Peter L.
17
Faff, Robert W.
17
Ferson, Wayne E.
17
Hansen, Lars Peter
17
Zhou, Guofu
17
He, Xue-zhong
16
Subrahmanyam, Avanidhar
16
Campbell, John Y.
15
Caporale, Guglielmo Maria
15
Cochrane, John H.
15
Fabozzi, Frank J.
14
Harvey, Campbell R.
14
Lo, Andrew W.
14
Chiarella, Carl
13
Duffie, Darrell
13
Garcia, René
13
Lee, Cheng F.
13
Renault, Eric
13
Stambaugh, Robert F.
13
Timmermann, Allan
13
Bekaert, Geert
12
Fama, Eugene F.
12
O'Hara, Maureen
12
Satchell, Stephen
12
Wei, K. C. John
12
Zin, Stanley E.
12
Başak, Suleyman
11
Brennan, Michael J.
11
Detemple, Jérôme B.
11
Epstein, Larry G.
11
Funke, Michael
11
Hautsch, Nikolaus
11
Hens, Thorsten
11
Jagannathan, Ravi
11
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11
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
2
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
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ECONIS (ZBW)
11
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1
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10
of
11
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
6
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
7
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
8
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
9
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
10
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
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