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Dynamic Equicorrelation
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USA
Theorie
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99
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93
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92
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90
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Engle, Robert F.
61
Kelly, Bryan T.
30
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8
Lustig, Hanno
7
Nieuwerburgh, Stijn van
7
Giglio, Stefano
6
Rosenberg, Joshua V.
5
Steffen, Sascha
5
Ghysels, Eric
4
Itō, Takatoshi
4
Lin, Wen-ling Tsai
4
Malamud, Semyon
4
Xiu, Dacheng
4
Bybee, Leland
3
Fleming, Michael J.
3
Herskovic, Bernard
3
Kane, Alex
3
Lange, Joe
3
Manela, Asaf
3
Manganelli, Simone
3
Nguyen, Giang H.
3
Patton, Andrew J.
3
Pierret, Diane
3
Russell, Jeffrey R.
3
Zhou, Kangying
3
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2
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2
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2
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2
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2
Ng, Victor K.
2
Noh, Jaesun
2
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2
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1
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1
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23
The review of financial studies
9
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6
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5
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4
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4
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3
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ECONIS (ZBW)
90
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1
Hedging climate change news
Engle, Robert F.
;
Giglio, Stefano
;
Kelly, Bryan T.
; …
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1184-1216
Persistent link: https://www.econbiz.de/10012198087
Saved in:
2
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
3
Artificial intelligence asset pricing models
Kelly, Bryan T.
;
Kuznetsov, Boris
;
Malamud, Semyon
;
Xu, …
-
2025
-
This version: December 2024
Persistent link: https://www.econbiz.de/10015196776
Saved in:
4
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2011
Persistent link: https://www.econbiz.de/10009231439
Saved in:
5
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
6
Market expectations in the cross-section of present values
Kelly, Bryan T.
;
Pruitt, Seth
- In:
The journal of finance : the journal of the American …
68
(
2013
)
5
,
pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
Saved in:
7
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
8
Tail risk and asset prices
Kelly, Bryan T.
;
Jiang, Hao
-
2013
Persistent link: https://www.econbiz.de/10010187040
Saved in:
9
Testing asymmetric-information asset pricing models
Kelly, Bryan T.
;
Ljungqvist, Alexander
- In:
The review of financial studies
25
(
2012
)
5
,
pp. 1366-1413
Persistent link: https://www.econbiz.de/10009536415
Saved in:
10
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2012
Persistent link: https://www.econbiz.de/10009577599
Saved in:
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