//--> //--> //--> //-->
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
~subject:"Börsenkurs"
~person:"Bollerslev, Tim"
~person:"Chernov, Mikhail"
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: subject:"pricing"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
CAPM
34
Capital income
29
Kapitaleinkommen
29
Risikoprämie
27
Risk premium
27
Theorie
25
Theory
25
USA
22
Estimation
21
Schätzung
21
Share price
20
United States
20
Volatility
18
Volatilität
18
Option pricing theory
16
Optionspreistheorie
16
Entropie
15
Entropy
15
Financial economics
15
Kapitalmarkttheorie
15
Capital market returns
10
Index futures
10
Index-Futures
10
Kapitalmarktrendite
10
Rentenmarkt
10
Bond market
9
Risiko
9
Risk
9
Yield curve
9
Zinsstruktur
9
realized volatility
9
Beta risk
7
Betafaktor
7
Financial market
7
Finanzmarkt
7
Method of moments
7
Momentenmethode
7
Offenbarte Präferenzen
7
Revealed preferences
7
more ...
less ...
Online availability
All
Free
11
Undetermined
6
Type of publication
All
Book / Working Paper
14
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
6
Aufsatz in Zeitschrift
6
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
20
Author
All
Bollerslev, Tim
Chernov, Mikhail
Zaremba, Adam
43
Cakici, Nusret
25
Bansal, Ravi
23
Harvey, Campbell R.
19
Bali, Turan G.
18
Bekaert, Geert
16
Campbell, John Y.
15
Lüders, Erik
15
Stambaugh, Robert F.
15
Polk, Christopher
14
Timmermann, Allan
14
Adam, Klaus
13
Schrimpf, Andreas
13
Yang, Chunpeng
13
Zhong, Angel
13
Longstaff, Francis A.
12
Todorov, Viktor
12
Vayanos, Dimitri
12
Weill, Pierre-Olivier
12
Ziegler, Andreas
12
Cespa, Giovanni
11
Levy, Daniel C.
11
Ryu, Doojin
11
Zhou, Guofu
11
Albuquerque, Rui
10
Faff, Robert W.
10
Ferson, Wayne E.
10
Grobys, Klaus
10
Kelly, Bryan T.
10
Marcet, Albert
10
Sehgal, Sanjay
10
Shiller, Robert J.
10
Stulz, René M.
10
Tang, Yi
10
Veeraraghavan, Madhu
10
Vives, Xavier
10
Yang, Liyan
10
Başak, Suleyman
9
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Published in...
All
CREATES research paper
2
Journal of econometrics
2
Journal of financial economics
2
Working paper / National Bureau of Economic Research, Inc.
2
CREATES Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
ERID working paper
1
FRB of NY Staff Report
1
NBER Working Paper
1
NBER reporter online
1
NBER working paper series
1
Staff reports / Federal Reserve Bank of New York
1
The journal of finance : the journal of the American Finance Association
1
Working papers / Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Roughing up Beta : Continuous versus Discontinuous Betas and the Cross Section of Expected Stock Returns
Bollerslev, Tim
-
2016
We investigate how individual equity prices respond to continuous and jumpy market price moves and how these different market price risks, or betas, are priced in the cross section of expected stock returns. Based on a novel high-frequency data set of almost one thousand stocks over two decades,...
Persistent link: https://www.econbiz.de/10013005591
Saved in:
2
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
- In:
Journal of financial economics
129
(
2018
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011981208
Saved in:
3
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
4
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:
5
Term Structures of Asset Prices and Returns
Backus, David K.
-
2017
equity indexes or dividends). Average term structures reflect the dynamics of the dollar
pricing
kernel, of cash flow growth …
Persistent link: https://www.econbiz.de/10012969531
Saved in:
6
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011535572
Saved in:
7
Term Structures of Asset Prices and Returns
Backus, David K.
-
2016
(claims to future equity indexes or dividends). The average term structures reflect the dynamics of the dollar
pricing
kernel …
Persistent link: https://www.econbiz.de/10012994905
Saved in:
8
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
equity indexes or dividends). Average term structures reflect the dynamics of the dollar
pricing
kernel, of cash flow growth …
Persistent link: https://www.econbiz.de/10011457568
Saved in:
9
Term Structures of Asset Prices and Returns
Backus, David
-
2016
(claims to future equity indexes or dividends). The average term structures reflect the dynamics of the dollar
pricing
kernel …
Persistent link: https://www.econbiz.de/10012456513
Saved in:
10
Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2011
Persistent link: https://www.econbiz.de/10009559410
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->