//--> //--> //-->
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
~accessRights:"restricted"
~person:"Bollerslev, Tim"
~subject:"CAPM"
~subject:"Volatilität"
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: ("Aktie") AND NOT isPartOf:Wirtschaftsdienst
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Volatilität
Volatility
4
Forecasting model
3
Prognoseverfahren
3
1994-2014
2
Börsenkurs
2
Capital market returns
2
Dauer
2
Duration
2
Electronic trading
2
Elektronisches Handelssystem
2
Kapitalmarktrendite
2
Risiko
2
Risk
2
Securities
2
Share price
2
Transaction costs
2
Transaktionskosten
2
USA
2
United States
2
Wertpapier
2
Capital income
1
Estimation
1
Kapitaleinkommen
1
Market microstructure
1
Market sentiment and fears
1
Marktmikrostruktur
1
Return predictability
1
Risikoprämie
1
Risk premium
1
Schätzung
1
Time-varying jump tails
1
Variance risk premium
1
more ...
less ...
Online availability
All
Undetermined
Free
3
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Bollerslev, Tim
Zaremba, Adam
16
Long, Huaigang
8
McAleer, Michael
8
Cakici, Nusret
6
Bianchi, Francesco
4
Demirer, Rıza
4
Jiang, Yuexiang
4
Qadan, Mahmoud
4
Wang, Yudong
4
Andrei, Daniel
3
Asai, Manabu
3
Atilgan, Yigit
3
Bali, Turan G.
3
Christoffersen, Peter F.
3
Czapkiewicz, Anna
3
Daniel, Kent
3
David, Joel M.
3
Demirtas, K. Ozgur
3
Guo, Hui
3
Kang, Wensheng
3
Lettau, Martin
3
Ma, Feng
3
Maio, Paulo
3
Simonovska, Ina
3
Subrahmanyam, Avanidhar
3
Yin, Libo
3
Zhang, Yaojie
3
Zhong, Angel
3
Adrian, Tobias
2
Ang, Andrew
2
Atmaz, Adem
2
Bai, Hang
2
Barillas, Francisco
2
Barro, Robert J.
2
Başak, Suleyman
2
Berggrun, Luis
2
Binsbergen, Jules H. van
2
Bissoondoyal-Bheenick, Emawtee
2
Brown, Stephen J.
2
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
-
2018
Persistent link: https://www.econbiz.de/10011884274
Saved in:
2
Risk everywhere : modeling and managing volatility
Bollerslev, Tim
;
Hood, Benjamin
;
Huss, John
;
Pedersen, …
- In:
The review of financial studies
31
(
2018
)
7
,
pp. 2729-2773
Persistent link: https://www.econbiz.de/10011927185
Saved in:
3
Good volatility, bad volatility, and the cross section of stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Zhao, Bingzhi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
3
,
pp. 751-781
Persistent link: https://www.econbiz.de/10012195617
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->