//--> //--> //--> //-->
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:"MPRA Paper"
~isPartOf:"Applied economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"appreciation"
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:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
appreciation
Volatility
539
Volatilität
451
Estimation
149
Schätzung
149
volatility
125
Börsenkurs
121
Share price
121
ARCH model
111
ARCH-Modell
110
Capital income
106
Kapitaleinkommen
106
Stock market
89
Aktienmarkt
87
Theorie
75
Theory
75
Welt
68
World
68
Exchange rate
61
Forecasting model
60
Prognoseverfahren
60
Wechselkurs
58
Risk
51
Risiko
49
GARCH
43
Spillover effect
43
Spillover-Effekt
43
Option pricing theory
41
Optionspreistheorie
41
Oil price
36
Time series analysis
36
Zeitreihenanalyse
36
Ölpreis
35
USA
33
United States
33
Stochastic process
29
Stochastischer Prozess
29
China
28
Risikoprämie
28
Risk premium
28
more ...
less ...
Online availability
All
Undetermined
23
Free
6
Type of publication
All
Article
33
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Language
All
English
33
Undetermined
6
Author
All
Ghiba, Nicolae
3
Hasler, Michael
2
Ai, Hengjie
1
Andrei, Daniel
1
Bakshi, Gurdip S.
1
Bali, Turan G.
1
Bekaert, Geert
1
Bikbov, Ruslan
1
Bollen, Bernard
1
Caner, Selcuk
1
Carlin, Bruce Ian
1
Cenesizoglu, Tolga
1
Chen, Jian
1
Chen, Zhanhui
1
Chernov, Mikhail
1
Chordia, Tarun
1
Chowdhury, Biplob
1
Christoffersen, Peter F.
1
Cooper, Ilan
1
Dai, Min
1
Ehling, Paul
1
Engstrom, Eric
1
Fabozzi, Frank J.
1
Gajurel, Dinesh
1
Gao, Xiaohui
1
Gharghori, Philip
1
Heston, Steven L.
1
Hovakimian, Armen
1
Hu, Jianfeng
1
Jacobs, Kris
1
Jin, Hanqing
1
Joslin, Scott
1
Jouini, Elyès
1
Khapko, Mariana
1
Kiku, Dana
1
Kou, Steven
1
Kunsteller, Sebastian
1
Le, Anh
1
Li, Erica X. N.
1
Li, Haitao
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Published in...
All
MPRA Paper
Applied economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
44
Journal of banking & finance
31
NBER working paper series
27
Journal of empirical finance
26
Working paper / National Bureau of Economic Research, Inc.
26
Finance research letters
25
NBER Working Paper
25
Journal of econometrics
24
International review of economics & finance : IREF
21
Journal of economic dynamics & control
20
International review of financial analysis
17
The review of financial studies
16
Economic modelling
15
International journal of theoretical and applied finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Economics letters
12
Research in international business and finance
12
The journal of finance : the journal of the American Finance Association
11
Working paper
11
Journal of financial markets
10
Journal of international financial markets, institutions & money
10
Journal of risk and financial management : JRFM
10
Pacific-Basin finance journal
10
Discussion paper / Centre for Economic Policy Research
9
Journal of financial and quantitative analysis : JFQA
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Research paper series / Swiss Finance Institute
9
The European journal of finance
9
Annals of finance
8
Applied financial economics
8
Finance and economics discussion series
8
Quantitative finance
8
Swiss Finance Institute Research Paper
8
Discussion papers / CEPR
7
Energy economics
7
FEDS Working Paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of financial econometrics
7
more ...
less ...
Source
All
ECONIS (ZBW)
33
RePEc
6
Showing
1
-
10
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
2
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
3
Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
4
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
5
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
6
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
7
Option pricing in an investment risk-return setting
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Shirvani, …
- In:
Applied economics
54
(
2022
)
14
,
pp. 1625-1638
Persistent link: https://www.econbiz.de/10012875529
Saved in:
8
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
9
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
10
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->