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~person:"Bollerslev, Tim"
~person:"Fabozzi, Frank J."
~subject:"Risiko"
~subject:"Stock market"
~type_genre:"Article in journal"
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Risiko
Stock market
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25
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25
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Bollerslev, Tim
Fabozzi, Frank J.
Gupta, Rangan
57
Zaremba, Adam
49
Chiang, Thomas C.
27
Wohar, Mark E.
25
Demirer, Rıza
24
Cakici, Nusret
22
Ma, Feng
22
McMillan, David G.
22
Tiwari, Aviral Kumar
22
Bali, Turan G.
21
Bouri, Elie
20
Narayan, Paresh Kumar
20
Faff, Robert W.
19
Sehgal, Sanjay
19
Brooks, Robert
16
Xuan Vinh Vo
16
Grobys, Klaus
15
Hammoudeh, Shawkat
15
Liang, Chao
15
Nguyen, Duc Khuong
15
Zhang, Yaojie
15
Balcilar, Mehmet
14
Nartea, Gilbert V.
14
Wong, Wing Keung
14
Hassan, M. Kabir
13
Plastun, Alex
13
Power, David M.
13
Ramiah, Vikash
13
Shahzad, Syed Jawad Hussain
13
Shen, Dehua
13
Ur Rehman, Mobeen
13
Jareño, Francisco
12
Li, Yan
12
Long, Huaigang
12
Zhong, Angel
12
Ko, Kuan-Cheng
11
Lee, Chien-chiang
11
Ryu, Doojin
11
Umar, Zaghum
11
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11
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The journal of portfolio management : a publication of Institutional Investor
3
Journal of econometrics
2
Journal of financial economics
2
Economics letters
1
Emerging markets review
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Review of finance : journal of the European Finance Association
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
14
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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
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
5
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
6
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:
7
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
8
Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10009708215
Saved in:
9
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
10
The role of jump dynamics in the risk-return relationship
Arshanapalli, Bala Gangadhar
;
Fabozzi, Frank J.
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 212-218
Persistent link: https://www.econbiz.de/10010244955
Saved in:
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