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isPartOf:"MPRA Paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial markets"
~subject:"CAPM"
~subject:"Risikoprämie"
~subject:"Risk premium"
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Search: subject_exact:"Volatility"
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CAPM
Risikoprämie
Risk premium
Volatility
497
Volatilität
409
Theorie
151
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151
Estimation
129
Schätzung
129
Estimation theory
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Aït-Sahalia, Yacine
4
Bollerslev, Tim
4
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3
Todorov, Viktor
3
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3
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of econometrics
Journal of financial markets
Journal of banking & finance
65
Journal of financial economics
65
NBER working paper series
47
Working paper / National Bureau of Economic Research, Inc.
47
Finance research letters
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International review of financial analysis
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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Research in international business and finance
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Staff reports / Federal Reserve Bank of New York
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ECONIS (ZBW)
52
RePEc
3
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1
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
Saved in:
3
Profitability anomaly and aggregate volatility risk
Barinov, Alexander
- In:
Journal of financial markets
64
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014466100
Saved in:
4
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
5
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
6
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
7
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
8
Jump and volatility risk in the cross-section of corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial markets
60
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013397876
Saved in:
9
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
10
Who should buy stocks when volatility spikes?
Schneider, Andrés
- In:
Journal of financial markets
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013398019
Saved in:
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