//--> //--> //-->
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
~isPartOf:"Journal of financial economics"
~person:"Todorov, Viktor"
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
Search: "Volatilität"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Volatility
4
Volatilität
4
Forecasting model
3
Prognoseverfahren
3
Börsenkurs
2
CAPM
2
Jumps
2
Option pricing theory
2
Optionspreistheorie
2
Return predictability
2
Risiko
2
Risk
2
Share price
2
Beta risk
1
Betafaktor
1
Capital market returns
1
Capital structure
1
Cross-sectional return variation
1
Extreme events
1
High-frequency data
1
Jump betas
1
Kapitalmarktrendite
1
Kapitalstruktur
1
Leverage effect
1
Market price risks
1
Market sentiment and fears
1
Option pricing
1
Option trading
1
Options
1
Optionsgeschäft
1
Risikoaversion
1
Risk aversion
1
Risk premia
1
Risk premiums
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Todorov, Viktor
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Collin-Dufresne, Pierre
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Sarno, Lucio
3
Andersen, Torben
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brandt, Michael W.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Ermolov, Andrey
2
Fleming, Jeff
2
Fusari, Nicola
2
Gourier, Elise
2
Greenwood, Robin
2
Harvey, Campbell R.
2
Jiang, Hao
2
Jones, Charles M.
2
Kang, Qiang
2
Kelly, Bryan T.
2
Kirby, Chris
2
Leippold, Markus
2
Liu, Jun
2
McCurdy, Thomas H.
2
Moreira, Alan
2
more ...
less ...
Published in...
All
Journal of financial economics
Journal of econometrics
17
CREATES research paper
7
ERID working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economic Research Initiatives at Duke (ERID) Working Paper
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CREATES Research Paper
2
NBER Working Paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper / National Bureau of Economic Research, Inc.
2
Econometric theory
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of financial econometrics
1
SFB 649 discussion paper
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->