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  • Search: subject:"Jump tail risk"
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Subject
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Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Börsenkurs 1 CAPM 1 Capital income 1 Capital market returns 1 Coronavirus 1 Covid-19 1 Estimation 1 Factor models 1 Inflation 1 Inflation prediction 1 Jump tail risk 1 Jump tail risk measures 1 Kapitaleinkommen 1 Kapitalmarktrendite 1 Measurement 1 Messung 1 Oil price 1 Oil prices 1 Option prices 1 Option pricing theory 1 Optionspreistheorie 1 Risikomaß 1 Risk measure 1 Schätzung 1 Share price 1 Stock returns 1 Ölpreis 1
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Free 2
Type of publication
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Article 2
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Alexiou, Lykourgos 1 Ferrara, Laurent 1 Karadimitropoulou, Aikaterini 1 Rompolis, Leonidas S. 1 Triantafyllou, Athanasios 1
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Journal of commodity markets : JCM 1 Journal of empirical finance 1
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ECONIS (ZBW) 2
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Jump tail risk exposure and the cross-section of stock returns
Alexiou, Lykourgos; Rompolis, Leonidas S. - In: Journal of empirical finance 79 (2024), pp. 1-29
Persistent link: https://www.econbiz.de/10015179720
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Oil jump tail risk as a driver of inflation dynamics
Ferrara, Laurent; Karadimitropoulou, Aikaterini; … - In: Journal of commodity markets : JCM 36 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015162604
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