//--> //--> //--> //-->
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:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"Capital income"
~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
Capital income
appreciation
Volatility
160
volatility
92
Volatilität
72
Kapitaleinkommen
29
GARCH
25
Estimation
23
Schätzung
23
Börsenkurs
21
Share price
21
Option pricing theory
19
Optionspreistheorie
19
Risk
19
Theorie
18
Theory
18
Risiko
17
Risikoprämie
17
Risk premium
17
Option trading
12
Optionsgeschäft
12
Stochastic process
9
Stochastischer Prozess
9
Yield curve
9
Zinsstruktur
9
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Stock market
8
asset pricing
7
exchange rate
7
liquidity
7
ARCH
6
ARCH model
6
Aktienmarkt
6
Risikoaversion
6
Risk aversion
6
Stock Returns
6
ARCH-Modell
5
more ...
less ...
Online availability
All
Undetermined
29
Free
6
Type of publication
All
Article
38
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Language
All
English
38
Undetermined
6
Author
All
Ghiba, Nicolae
3
Bali, Turan G.
2
Cao, Jie
2
Chordia, Tarun
2
Ehling, Paul
2
Hasler, Michael
2
Kou, Steven
2
Xiao, Xiao
2
Yu, Cindy
2
Zhan, Xintong
2
Ai, Hengjie
1
Andrei, Daniel
1
Bakshi, Gurdip S.
1
Bekaert, Geert
1
Bikbov, Ruslan
1
Bodnaruk, Andrij
1
Carlin, Bruce Ian
1
Cenesizoglu, Tolga
1
Chen, Zhanhui
1
Chen, Zhiyao
1
Cheon, Yong-Ho
1
Chernov, Mikhail
1
Christensen, Dane M.
1
Christoffersen, Peter F.
1
Clifford, Christopher P.
1
Cooper, Ilan
1
Da, Zhi
1
Dai, Min
1
Engstrom, Eric
1
Filkerson, Jon A.
1
Gao, Xiaohui
1
Gargano, Antonio
1
Goyal, Amit
1
Guo, Jiaqi
1
Han, Bing
1
Heston, Steven L.
1
Heyerdahl-Larsen, Christian
1
Hovakimian, Armen
1
Hsu, Alex
1
Hu, Jianfeng
1
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
6
Published in...
All
MPRA Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
154
International review of financial analysis
130
Journal of banking & finance
125
International review of economics & finance : IREF
112
Journal of empirical finance
106
The North American journal of economics and finance : a journal of financial economics studies
102
Journal of financial economics
99
Energy economics
93
Journal of econometrics
86
NBER working paper series
86
Applied financial economics
82
Working paper / National Bureau of Economic Research, Inc.
82
Applied economics
80
Research in international business and finance
80
Economic modelling
79
Journal of international financial markets, institutions & money
71
NBER Working Paper
68
Pacific-Basin finance journal
64
Applied economics letters
61
Journal of risk and financial management : JRFM
59
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
The European journal of finance
51
International journal of forecasting
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
45
Journal of forecasting
41
Working paper
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
Research paper series / Swiss Finance Institute
38
The review of financial studies
37
Journal of international money and finance
36
Review of quantitative finance and accounting
36
The journal of finance : the journal of the American Finance Association
36
Investment management and financial innovations
34
International journal of finance & economics : IJFE
33
Journal of financial econometrics
33
Journal of financial markets
33
Discussion paper / Tinbergen Institute
32
Journal of economic dynamics & control
32
more ...
less ...
Source
All
ECONIS (ZBW)
38
RePEc
6
Showing
1
-
10
of
44
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
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
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
Implied volatility changes and corporate bond returns
Cao, Jie
;
Goyal, Amit
;
Xiao, Xiao
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771
Saved in:
7
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
8
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:
9
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:
10
Hedging on the hill : does political hedging reduce firm risk?
Christensen, Dane M.
;
Jin, Hengda
;
Sridharan, Suhas A.
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4356-4379
Persistent link: https://www.econbiz.de/10013369067
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->