//--> //--> //--> //-->
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
subject:"Share price"
~person:"Bollerslev, Tim"
~person:"Gerhard, Frank"
~subject:"Risikomanagement"
~type_genre:"Working Paper"
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: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Risikomanagement
Estimation
28
Schätzung
28
Börsenkurs
15
USA
15
United States
15
Theorie
13
Theory
13
Volatility
13
Volatilität
13
Deutschland
11
Germany
11
Capital income
10
Kapitaleinkommen
10
Risikoprämie
7
Risk premium
7
Forecasting model
6
Prognoseverfahren
6
ARCH model
5
ARCH-Modell
5
Interest rate derivative
5
Portfolio selection
5
Portfolio-Management
5
Zinsderivat
5
Beta risk
4
Betafaktor
4
Market microstructure
4
Marktmikrostruktur
4
1990-2008
3
Impact assessment
3
Japan
3
Risk management
3
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Wirkungsanalyse
3
Zeitreihenanalyse
3
1987-1995
2
Aktienindex
2
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
18
Type of publication (narrower categories)
All
Working Paper
Graue Literatur
19
Non-commercial literature
19
Arbeitspapier
18
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
18
Author
All
Bollerslev, Tim
Gerhard, Frank
Caporale, Guglielmo Maria
26
Hautsch, Nikolaus
24
Bohl, Martin T.
23
Pierdzioch, Christian
23
Gil-Alaña, Luis A.
17
McAleer, Michael
17
Härdle, Wolfgang
16
Pesaran, M. Hashem
16
Entorf, Horst
15
Allen, David E.
14
Gupta, Rangan
14
Hess, Dieter
14
Stulz, René M.
14
Lettau, Martin
13
Theissen, Erik
12
Belke, Ansgar
10
Grammig, Joachim
10
Herwartz, Helmut
10
Ludvigson, Sydney C.
10
Werner, Thomas
10
Cheung, Yin-Wong
9
Jamin, Gösta
9
Lux, Thomas
9
Schröder, Michael
9
Siklos, Pierre L.
9
Timmermann, Allan
9
Weber, Enzo
9
Hafner, Christian M.
8
Kapetanios, George
8
Linton, Oliver
8
Massa, Massimo
8
Nitschka, Thomas
8
Upper, Christian
8
Campbell, John Y.
7
Caporin, Massimiliano
7
Döpke, Jörg
7
Engle, Robert F.
7
Gao, Jiti
7
more ...
less ...
Published in...
All
CREATES research paper
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
CoFE discussion papers
2
ERID working paper
2
Finance and economics discussion series
2
CFS working paper series
1
Diskussionsbeiträge / 2
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
-
2014
Persistent link: https://www.econbiz.de/10010442441
Saved in:
2
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
3
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
4
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
5
Risk and return : long-run relationships, fractional cointegration, and return predictability
Bollerslev, Tim
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009785804
Saved in:
6
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
Saved in:
7
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10010218854
Saved in:
8
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
9
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350610
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->