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isPartOf:"MPRA Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"GARCH"
~subject:"appreciation"
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Search: subject_exact:"Volatility"
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Aktienmarkt
CAPM
GARCH
appreciation
Volatility
161
volatility
92
Volatilität
73
Capital income
30
Kapitaleinkommen
30
Estimation
24
Schätzung
24
Börsenkurs
22
Share price
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Option pricing theory
20
Optionspreistheorie
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Risk
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Risiko
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Theorie
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Theory
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Risikoprämie
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Risk premium
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Option trading
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asset pricing
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exchange rate
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liquidity
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ARCH model
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Ghiba, Nicolae
3
Onour, Ibrahim
3
Caiado, Jorge
2
Dai, Min
2
Dumitriu, Ramona
2
Ehling, Paul
2
Hasler, Michael
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Sinha, Gyanesh
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Ai, Hengjie
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Andrei, Daniel
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Ben-David, Itzhak
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Bhattacharyya, Surajit
1
Bikbov, Ruslan
1
Carlin, Bruce Ian
1
Cenesizoglu, Tolga
1
Chen, Zhanhui
1
Cheon, Yong-Ho
1
Chernov, Mikhail
1
Chordia, Tarun
1
Christoffersen, Peter F.
1
Cooper, Ilan
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Crato, Nuno
1
Douch, Mohamed
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Duan, Jin-Chuan
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Engstrom, Eric
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Enrique, Luis
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Essaddam, Naceur
1
Ezzat, Hassan
1
Franzoni, Francesco
1
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1
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Guo, Jiaqi
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
197
International review of financial analysis
141
Energy economics
125
The North American journal of economics and finance : a journal of financial economics studies
124
International review of economics & finance : IREF
115
Applied economics
108
Research in international business and finance
103
Journal of international financial markets, institutions & money
90
Economic modelling
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Journal of banking & finance
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Journal of empirical finance
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NBER working paper series
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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NBER Working Paper
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Journal of econometrics
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The European journal of finance
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Cogent economics & finance
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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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
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:
4
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:
5
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:
6
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:
7
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
8
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:
9
The granular nature of large institutional investors
Ben-David, Itzhak
;
Franzoni, Francesco
;
Moussawi, Rabih
- In:
Management science : journal of the Institute for …
67
(
2021
)
11
,
pp. 6629-6659
Persistent link: https://www.econbiz.de/10012703696
Saved in:
10
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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