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subject:"Volatility"
~isPartOf:"Journal of financial economics"
~person:"Jacobs, Kris"
~subject:"Return predictability"
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Volatility
Return predictability
Estimation
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Aktienmarkt
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Jacobs, Kris
Bollerslev, Tim
5
Todorov, Viktor
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Bali, Turan G.
3
Christoffersen, Peter F.
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Journal of financial economics
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ECONIS (ZBW)
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Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
2
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
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