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~language:"eng"
~person:"Bollerslev, Tim"
~subject:"Kapitaleinkommen"
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Kapitaleinkommen
Risikoprämie
Volatility
51
Volatilität
51
Theorie
40
Theory
40
Estimation
29
Schätzung
29
Capital income
26
USA
25
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25
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Bollerslev, Tim
Gupta, Rangan
123
Zaremba, Adam
95
McMillan, David G.
71
Narayan, Paresh Kumar
63
Wohar, Mark E.
60
Faff, Robert W.
49
Bouri, Elie
48
Bali, Turan G.
43
Cakici, Nusret
42
Ma, Feng
41
Tiwari, Aviral Kumar
39
Fabozzi, Frank J.
38
Chiang, Thomas C.
37
Demirer, Rıza
37
Fletcher, Jonathan
36
Pierdzioch, Christian
36
Brooks, Robert
35
Caporale, Guglielmo Maria
35
Hammoudeh, Shawkat
35
Nguyen, Duc Khuong
35
Wang, Yudong
35
Sehgal, Sanjay
34
Titman, Sheridan
34
Zhou, Guofu
34
Guidolin, Massimo
33
Zhang, Wei
33
Bekaert, Geert
31
Shahzad, Syed Jawad Hussain
31
Gil-Alaña, Luis A.
30
Lee, Bong-soo
30
Timmermann, Allan
30
Apergēs, Nikolaos
29
Hassan, M. Kabir
29
Subrahmanyam, Avanidhar
29
Xuan Vinh Vo
29
Yin, Libo
28
Balcilar, Mehmet
27
Harvey, Campbell R.
27
Ryu, Doojin
27
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Journal of econometrics
9
Journal of financial economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of international money and finance
2
The review of economics and statistics
2
Economics letters
1
International economic review
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
NBER reporter online
1
Review of finance : journal of the European Finance Association
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
30
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1
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10
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30
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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
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
5
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
6
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
7
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
8
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:
9
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
10
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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