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subject:"Volatilität"
~isPartOf:"Journal of financial economics"
~person:"Asai, Manabu"
~person:"Todorov, Viktor"
~person:"Xuan Vinh Vo"
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Volatilität
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikoprämie
4
Risk premium
4
Schätzung
4
Volatility
4
Forecasting model
3
Prognoseverfahren
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Börsenkurs
2
CAPM
2
Jumps
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Option pricing theory
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Optionspreistheorie
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Return predictability
2
Risiko
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Beta risk
1
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Capital market returns
1
Capital structure
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Cross-sectional return variation
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Extreme events
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High-frequency data
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Jump betas
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Kapitalmarktrendite
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Kapitalstruktur
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Leverage effect
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Market price risks
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Market sentiment and fears
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Option pricing
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Option trading
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Options
1
Optionsgeschäft
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Risikoaversion
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Risk premia
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Asai, Manabu
Todorov, Viktor
Xuan Vinh Vo
Bollerslev, Tim
5
Christoffersen, Peter F.
3
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Amaya, Diego
1
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Bai, Jennie
1
Bali, Turan G.
1
Bandi, F. M.
1
Bandi, Federico M.
1
Bardgett, Chris
1
Bekaert, Geert
1
Brandt, Michael W.
1
Bretscher, Lorenzo
1
Chang, Bo Young
1
Chen, Honghui
1
Chung, Kee H.
1
Corsi, Fulvio
1
Cremers, Martijn
1
Della Corte, Pasquale
1
Dew-Becker, Ian
1
Ehling, Paul
1
Engstrom, Eric
1
Ermolov, Andrey
1
Fama, Eugene F.
1
Fleckenstein, Matthias
1
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1
French, Kenneth Ronald
1
Gallmeyer, Michael F.
1
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1
Giglio, Stefano
1
Gourier, Elise
1
Hendershott, Terrence
1
Herskovic, Bernard
1
Heyerdahl-Larsen, Christian
1
Illeditsch, Philipp
1
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Journal of financial economics
Journal of econometrics
15
Econometric Institute research papers
6
International review of economics & finance : IREF
5
Discussion paper / Tinbergen Institute
3
ERID working paper
3
Econometric reviews
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics
2
CREATES research paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
International review of financial analysis
2
Quantitative economics : QE ; journal of the Econometric Society
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The econometrics journal
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Working paper
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Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied financial economics
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Asia-Pacific financial markets
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Australian economic papers
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Borsa Istanbul Review
1
CREATES Research Paper
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Econometric theory
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Econometrics : open access journal
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Economics and Business Letters : EBL
1
Emerging markets review
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Handbook of financial time series
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of emerging markets
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial stability
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
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SFB 649 discussion paper
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ECONIS (ZBW)
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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
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:
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