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person:"Zhang, Lu"
~person:"Andersen, Torben"
~subject:"Risikoprämie"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Risikoprämie
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47
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Zhang, Lu
Andersen, Torben
Diebold, Francis X.
35
Bollerslev, Tim
24
Timmermann, Allan
18
Lux, Thomas
16
Stambaugh, Robert F.
16
Bekaert, Geert
15
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15
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15
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15
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14
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13
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13
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13
Nieuwerburgh, Stijn van
13
Acemoglu, Daron
12
Engle, Robert F.
12
Favero, Carlo A.
12
Harvey, Campbell R.
12
Dur, Robert A. J.
11
Gil-Alaña, Luis A.
11
Bebchuk, Lucian A.
10
Lettau, Martin
10
Shleifer, Andrei
10
Vayanos, Dimitri
10
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10
Zenou, Yves
10
Ferson, Wayne E.
9
Guidolin, Massimo
9
Lucas, André
9
Snower, Dennis J.
9
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9
Vries, Casper G. de
9
Acharya, Viral V.
8
Backus, David
8
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8
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8
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8
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ECONIS (ZBW)
20
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1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
3
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
4
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
5
The distribution of stock return volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
6
Modeling and forecasting realized volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
Saved in:
7
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
8
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
9
Expected returns, yield spreads, and asset pricing tests
Campbello, Murillo
;
Chen, Long
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823463
Saved in:
10
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
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