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person:"Hess, Dieter"
subject:"Börsenkurs"
~person:"Bollerslev, Tim"
~subject:"Effizienzmarkthypothese"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
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Hess, Dieter
Bollerslev, Tim
Gupta, Rangan
77
Zaremba, Adam
35
Wohar, Mark E.
30
Narayan, Paresh Kumar
29
McMillan, David G.
28
Tiwari, Aviral Kumar
25
Balcilar, Mehmet
23
Gil-Alaña, Luis A.
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20
Ma, Feng
19
Salisu, Afees A.
19
Lee, Chien-chiang
18
Todorov, Viktor
16
Bahmani-Oskooee, Mohsen
15
Brooks, Robert
15
Jawadi, Fredj
15
Bohl, Martin T.
14
Cakici, Nusret
14
Demirer, Rıza
13
Sehgal, Sanjay
13
Apergēs, Nikolaos
12
Bali, Turan G.
12
Bouri, Elie
12
McAleer, Michael
12
Zhang, Yaojie
12
Narayan, Seema
11
Ryu, Doojin
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Wang, Yudong
11
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11
Yin, Libo
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Zhu, Huiming
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Kang, Sang Hoon
10
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10
Long, Huaigang
10
Tauchen, George Eugene
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Xuan Vinh Vo
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Journal of financial economics
5
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3
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1
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1
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1
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ECONIS (ZBW)
16
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1
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10
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16
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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
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Volume, volatility, and public news announcements
Bollerslev, Tim
;
Li, Jia
;
Xue, Yuan
- In:
The review of economic studies
85
(
2018
)
4/305
,
pp. 2005-2041
Persistent link: https://www.econbiz.de/10012263342
Saved in:
7
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:
8
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:
9
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
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:
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