//--> //--> //-->
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
~person:"Bollerslev, Tim"
~subject:"Risikoprämie"
~subject:"Risk"
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: isPartOf:"Journal of Financial Economics"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Risk
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Volatility
5
Volatilität
5
Risk premium
4
Börsenkurs
3
Forecasting model
3
High-frequency data
3
Prognoseverfahren
3
Return predictability
3
Share price
3
CAPM
2
Cross-sectional return variation
2
Long-memory and fractional cointegration
2
Realized and options implied volatilities
2
Risiko
2
Volatility risk premium
2
Beta risk
1
Betafaktor
1
Capital market returns
1
Capital structure
1
Cointegration
1
Downside risk
1
Financial investment
1
Jump betas
1
Jumps
1
Kapitalanlage
1
Kapitalmarktrendite
1
Kapitalstruktur
1
Kointegration
1
Leverage effect
1
Market price risks
1
Market sentiment and fears
1
Option pricing theory
1
Option trading
1
Options
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Bollerslev, Tim
Bali, Turan G.
8
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Kelly, Bryan T.
4
Linnainmaa, Juhani
4
Sarno, Lucio
4
Todorov, Viktor
4
Wohar, Mark E.
4
Acharya, Viral V.
3
Ang, Andrew
3
Bai, Jennie
3
Bakshi, Gurdip S.
3
Balcilar, Mehmet
3
Bekaert, Geert
3
Brown, Stephen J.
3
Buraschi, Andrea
3
Christoffersen, Peter F.
3
Della Corte, Pasquale
3
Duchin, Ran
3
Huang, Ying
3
Jacobs, Kris
3
Koijen, Ralph S. J.
3
Lee, Chien-chiang
3
Lettau, Martin
3
Longstaff, Francis A.
3
Lustig, Hanno
3
Mensi, Walid
3
Morellec, Erwan
3
Ornthanalai, Chayawat
3
Robotti, Cesare
3
Roussanov, Nikolai
3
Santa-Clara, Pedro
3
Savor, Pavel
3
Schneider, Paul
3
Veronesi, Pietro
3
Wang, Neng
3
Wang, Xingchun
3
Yang, Jinqiang
3
Zhou, Guofu
3
more ...
less ...
Published in...
All
Journal of financial economics
5
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
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:
5
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->