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~person:"Jakobs, Kris"
~person:"Pan, Xuhui"
~subject:"Prognoseverfahren"
~subject:"Volatility risk"
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Search: "Christoffersen, Peter F."
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Prognoseverfahren
Volatility risk
Capital income
3
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1958-2019
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Jakobs, Kris
Pan, Xuhui
Christoffersen, Peter F.
43
Diebold, Francis X.
29
Bollerslev, Tim
7
Andersen, Torben
4
Jacobs, Kris
4
Andersen, Torben G.
3
Chang, Bo Young
3
Amaya, Diego
2
Giorgianni, Lorenzo
2
Vasquez, Aurelio
2
Berkowitz, Jeremy
1
Mariano, Roberto S.
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Mazzotta, Stefano
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Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
-
2015
Persistent link: https://www.econbiz.de/10010499508
Saved in:
2
Oil volatility risk and expected stock returns
Christoffersen, Peter F.
;
Pan, Xuhui
- In:
Journal of banking & finance
95
(
2018
),
pp. 5-26
Persistent link: https://www.econbiz.de/10011966688
Saved in:
3
Market skewness risk and the cross section of stock returns
Chang, Bo Young
;
Christoffersen, Peter F.
;
Jakobs, Kris
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 46-68
Persistent link: https://www.econbiz.de/10009715175
Saved in:
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