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~isPartOf:"Journal of financial econometrics"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Risikoprämie"
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Volatilität
Risikoprämie
21
Risk premium
21
Capital income
7
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7
Estimation theory
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Kapitaleinkommen
7
Schätztheorie
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Aufsatz in Zeitschrift
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Alitab, Dario
1
Barunik, Jozef
1
Berardi, Andrea
1
Bormetti, Giacomo
1
Corsi, Fulvio
1
Fallahgoul, Hasan
1
Hansen, Peter Reinhard
1
Huang, Zhuo
1
Hugonnier, Julien
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Majewski, Adam A.
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Mancini, Loriano
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Nadler, Philip
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Nevrla, Matĕj
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Osterrieder, Daniela
1
Plazzi, Alberto
1
Sancetta, Alessio
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Tong, Chen
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
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Wang, Tianyi
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Journal of financial econometrics
Journal of banking & finance
48
Journal of financial economics
42
Journal of empirical finance
24
Finance research letters
21
International review of financial analysis
21
International review of economics & finance : IREF
20
Journal of international money and finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of futures markets
16
The review of financial studies
16
Energy economics
15
Journal of econometrics
14
Journal of financial markets
13
Journal of international financial markets, institutions & money
13
The journal of finance : the journal of the American Finance Association
13
Applied economics
11
Applied financial economics
10
Economic modelling
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Journal of economic dynamics & control
10
Pacific-Basin finance journal
10
Journal of financial and quantitative analysis : JFQA
9
Review of quantitative finance and accounting
9
Applied economics letters
8
Economics letters
8
Journal of risk and financial management : JRFM
8
Review of finance : journal of the European Finance Association
8
The European journal of finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The quarterly journal of finance
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
Journal of monetary economics
6
Annals of finance
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Realized GARCH, CBOE VIX, and the volatility risk premium
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Tong, Chen
;
Wang, …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014526311
Saved in:
3
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
4
Risk premia and Lévy jumps : theory and evidence
Fallahgoul, Hasan
;
Hugonnier, Julien
;
Mancini, Loriano
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 810-851
Persistent link: https://www.econbiz.de/10014314823
Saved in:
5
A jump and smile ride : jump and variance risk premia in option pricing
Alitab, Dario
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
18
(
2020
)
1
,
pp. 121-157
Persistent link: https://www.econbiz.de/10012180409
Saved in:
6
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
Saved in:
7
Inflation risk premia, yield volatility, and macro factors
Berardi, Andrea
;
Plazzi, Alberto
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 397-431
Persistent link: https://www.econbiz.de/10012054457
Saved in:
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