//--> //--> //-->
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
~isPartOf:"Journal of financial economics"
~person:"Ornthanalai, Chayawat"
~subject:"Capital income"
~type:"article"
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:"Risikoprämie"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Option pricing theory
3
Optionspreistheorie
3
Risikoprämie
3
Risk premium
3
Stochastic process
3
Stochastischer Prozess
3
Analytical filtering
2
Compound Poisson jumps
2
Kapitaleinkommen
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Discrete-time
1
Dynamic jump intensity
1
Estimation
1
Fat tails
1
GARCH
1
Lévy process
1
Option valuation
1
Risk premiums
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
more ...
less ...
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Ornthanalai, Chayawat
Bollerslev, Tim
4
Todorov, Viktor
4
Ai, Hengjie
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Barroso, Pedro
2
Boons, Martijn
2
Christoffersen, Peter F.
2
Ermolov, Andrey
2
Gonçalves, Andrei S.
2
Herskovic, Bernard
2
Kelly, Bryan T.
2
Kilic, Mete
2
Linnainmaa, Juhani
2
Londono, Juan M.
2
Lustig, Hanno
2
Moskowitz, Tobias J.
2
Pedersen, Lasse Heje
2
Renò, Roberto
2
Roussanov, Nikolai
2
Santa-Clara, Pedro
2
Schneider, Paul
2
Timmermann, Allan
2
Xu, Lai
2
Zhou, Guofu
2
Acharya, Viral V.
1
Aharoni, Gil
1
Amihud, Yakov
1
Andersen, Torben
1
Ang, Andrew
1
Avdis, Efstathios
1
Backus, David
1
Bai, Jennie
1
Ball, Ray
1
Baltussen, Guido
1
Bandi, F. M.
1
Barber, Brad M.
1
Barinov, Alexander
1
Bekaert, Geert
1
more ...
less ...
Published in...
All
Journal of financial economics
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A comment on Christoffersen, Jacobs, and Ornthanalai (2012), "Dynamic jump intensities and risk premiums : evidence from S&P 500 returns and options"
Durham, Garland
;
Geweke, John
;
Ghosh, Pulak
- In:
Journal of financial economics
115
(
2015
)
1
,
pp. 210-214
Persistent link: https://www.econbiz.de/10011327221
Saved in:
2
Lévy jump risk : evidence from options and returns
Ornthanalai, Chayawat
- In:
Journal of financial economics
112
(
2014
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10010375952
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->