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Journal of financial and quantitative analysis : JFQA
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1
The cross section of expected returns with MIDAS betas
González, Mariano
;
Nave Pineda, Juan M.
;
Rubio, Gonzalo
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
1
,
pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
Saved in:
2
Good
volatility
, bad
volatility
, and option pricing
Feunou, Bruno
;
Okou, Cédric
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
2
,
pp. 695-727
Persistent link: https://www.econbiz.de/10012138931
Saved in:
3
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1667-1703
Persistent link: https://www.econbiz.de/10011928402
Saved in:
4
Moment risk premia and stock return predictability
Fan, Zhenzhen
;
Xiao, Xiao
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
1
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012805776
Saved in:
5
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:
6
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
7
Stock price jumps and cross-sectional return predictability
Jiang, George J.
;
Yao, Tong
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1519-1544
Persistent link: https://www.econbiz.de/10010343638
Saved in:
8
Forecasting
volatility
using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
Saved in:
9
Performance attribution using an APT with prespecified macrofactors and time-varying risk premia and betas
Kryzanowski, Lawrence
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10001224465
Saved in:
10
Coskewness risk decomposition, covariation risk, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
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