SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Tails, Fears and Risk Premia · Study

PreprintShelves

PreprintTails, Fears and Risk Premia

Tim Bollerslev2009

OA

Preprintgreen2009

Tails, Fears and Risk Premia

Tim Bollerslev · Viktor Todorov

67 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 67 citations exist upstream.

References

1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 2005Stochastic Integration and Differential Equations 1997Modelling Extremal Events 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 1993Dynamic Asset Pricing Theory.2000Transform Analysis and Asset Pricing for Affine Jump-diffusions 1997Empirical Performance of Alternative Option Pricing Models

Cited by

2012Financial Risk Measurement for Financial Risk Management 2010The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period 2016What Is the Expected Return on the Market?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011Tails, Fears, and Risk Premiaarticle · 27 shared references 2009Stochastic Volatilityother · 27 shared references 2018Option Prices in a Model with Stochastic Disaster Riskarticle · 22 shared references 2010Explaining Asset Pricing Puzzles Associated with the 1987 Market Crashpreprint · 21 shared references 2015Learning, confidence, and option pricesarticle · 21 shared references 2013Forecasting with Option-Implied Informationchapter · 20 shared references

Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations67

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2139/ssrn.1418488

openalex_workW2147872003

Links

Imported from OpenAlex (CC0) — nothing here is generated.