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subject:"Volatilität"
person:"Bacchetta, Philippe"
~person:"Bollerslev, Tim"
~isPartOf:"CREATES research paper"
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Volatilität
Estimation
5
Schätzung
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Share price
4
1990-2008
2
Forecasting model
2
Prognoseverfahren
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Risikoprämie
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Risk premium
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Theorie
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Theory
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USA
2
United States
2
Volatility
2
Aktienindex
1
Beta risk
1
Betafaktor
1
CAPM
1
Capital market returns
1
Cointegration
1
Index futures
1
Index-Futures
1
Kapitalmarktrendite
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Kointegration
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Market sentiment and fears
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Martingal
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Martingale
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option pricing theory
1
Optionspreistheorie
1
Return predictability
1
Statistical distribution
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Statistische Verteilung
1
Stock index
1
Time-varying jump tails
1
Variance risk premium
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Bacchetta, Philippe
Bollerslev, Tim
Silvennoinen, Annastiina
3
Teräsvirta, Timo
3
Christensen, Bent Jesper
2
Todorov, Viktor
2
Veliyev, Bezirgen
2
Abate, Girum Dagnachew
1
Andreasen, Martin Møller
1
Anselin, Luc
1
Bolko, Anine E.
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Callot, Laurent
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Cavaliere, Giuseppe
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Christensen, Kim
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Ergemen, Yunus Emre
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Jakobsen, Johan Stax
1
Kanaya, Shin
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Kang, Jian
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Kjær, Mads Markvart
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Kristensen, Dennis
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Kristensen, Johannes Tang
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Lunde, Asger
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Nielsen, Morten Ørregaard
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Nielsen, Ole Linnemann
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Osterrieder, Daniela
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Pakkanen, Mikko S.
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Posedel Šimović, Petra
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Posselt, Anders Merrild
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Schotman, Peter C.
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Taylor, Robert
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Tsiaras, Leonidas
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Wade, Glen
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CREATES research paper
Journal of econometrics
8
Journal of financial economics
5
NBER Working Paper
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES Research Paper
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance and economics discussion series
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Handbook of economic forecasting ; 1
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International economic review
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Symposium on forecasting and empirical methods in macroeconomics and finance
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The American economic review
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ECONIS (ZBW)
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Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
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