//--> //--> //--> //-->
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
isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Risk premium"
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_exact:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risk premium
Estimation
99
Schätzung
99
Theorie
42
Theory
42
Capital income
37
Kapitaleinkommen
37
Volatility
36
Volatilität
36
Börsenkurs
31
Share price
31
ARCH model
24
ARCH-Modell
24
Forecasting model
24
Prognoseverfahren
24
USA
21
United States
21
Estimation theory
18
Schätztheorie
18
Time series analysis
17
Zeitreihenanalyse
17
Risikoprämie
14
CAPM
12
Risikomaß
12
Risk measure
12
Aktienmarkt
9
Statistical distribution
9
Statistische Verteilung
9
Stochastic process
9
Stochastischer Prozess
9
Stock market
9
Yield curve
9
Zinsstruktur
9
Correlation
8
Korrelation
8
Market microstructure
7
Marktmikrostruktur
7
Regression analysis
7
Regressionsanalyse
7
Portfolio selection
6
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Almeida, Caio
3
Ardison, Kym
3
Garcia, René
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Schaumburg, Ernst
2
Abbritti, Mirko
1
Bali, Turan G.
1
Barndorff-Nielsen, Ole E.
1
Camponovo, Lorenzo
1
Elder, John
1
Engle, Robert F.
1
Feunou, Bruno
1
Gil-Alaña, Luis A.
1
Hao, Jinji
1
Jacobs, Kris
1
Jacquier, Eric
1
Jahan-Parvar, Mohammad R.
1
Kane, Alex
1
Kim, Yunmi
1
Lovcha, Yuliya
1
Marcus, Alan J.
1
Mijatovi´c, Aleksandar
1
Moreno, Antonio
1
Nelson, Charles R.
1
Okou, Cédric
1
Prat, Georges
1
Savva, Christos S.
1
Scaillet, Olivier
1
Schneider, Paul
1
Theodossiou, Panayiotis
1
Trojani, Fabio
1
Veraart, Almut E. D.
1
Zhang, Jin E.
1
more ...
less ...
Published in...
All
Advances in investment analysis and portfolio management : a research annual
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
74
Journal of banking & finance
59
Working paper / National Bureau of Economic Research, Inc.
42
NBER working paper series
41
Journal of empirical finance
40
Journal of international money and finance
40
Finance research letters
35
NBER Working Paper
35
Journal of international financial markets, institutions & money
33
International review of economics & finance : IREF
30
Discussion papers / CEPR
29
International review of financial analysis
27
Discussion paper / Centre for Economic Policy Research
24
Research paper series / Swiss Finance Institute
23
Applied financial economics
21
Working paper
21
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of finance : the journal of the American Finance Association
20
Journal of financial markets
19
Applied economics
18
Applied economics letters
18
Finance and economics discussion series
18
CESifo working papers
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
Economic modelling
16
International journal of finance & economics : IJFE
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of economic dynamics & control
15
Pacific-Basin finance journal
15
Review of quantitative finance and accounting
14
The review of financial studies
14
CREATES research paper
13
Discussion paper
13
Review of finance : journal of the European Finance Association
13
Journal of econometrics
12
Journal of financial and quantitative analysis : JFQA
12
The European journal of finance
12
Discussion paper / Deutsche Bundesbank
11
Journal of risk and financial management : JRFM
11
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
2
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
3
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
5
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
8
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
Saved in:
9
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
10
Stochastic volatility of volatility and variance risk premia
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009708931
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->