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isPartOf:"MPRA Paper"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"Stochastic process"
~subject:"appreciation"
~subject:"volatility"
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CAPM
Stochastic process
appreciation
volatility
Volatility
161
Volatilität
73
Capital income
30
Kapitaleinkommen
30
GARCH
25
Estimation
24
Schätzung
24
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Option pricing theory
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Optionspreistheorie
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liquidity
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Dima, Bogdan
3
Ghiba, Nicolae
3
Aguero-Granados, M. A.
2
Akdal, Sinan
2
Baharom, A.H.
2
Bouoiyour, Jamal
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Christoffersen, Peter F.
2
Diallo, Ibrahima Amadou
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Du, Du
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Galli, Fausto
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Habibullah, M.S.
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Hasler, Michael
2
Jiménez-Rodríguez, Rebeca
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Joslin, Scott
2
Makhankov, V. G.
2
Murgea, Aurora
2
Onour, Ibrahim
2
Russo, Giuseppe
2
Selmi, Refk
2
Sinha, Dipendra
2
Vo, Xuan Vinh
2
Abdul Karim, Zulkefly
1
Abu Bakar, Norhidayah
1
Abulaben, Diama K.
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Adeniyi, Oluwatosin
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Andrei, Daniel
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1
Bekaert, Geert
1
Berka, Martin
1
Bikbov, Ruslan
1
Boussard, Jean-Marc
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
84
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MPRA Paper
Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of theoretical and applied finance
145
Journal of econometrics
124
Quantitative finance
92
Journal of risk and financial management : JRFM
69
Discussion paper / Tinbergen Institute
66
Applied mathematical finance
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Journal of banking & finance
63
Journal of economic dynamics & control
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Journal of financial economics
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International journal of financial engineering
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Journal of Risk and Financial Management
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Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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NBER Working Paper
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Economics letters
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CEPR Discussion Papers
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The European journal of finance
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International review of economics & finance : IREF
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RePEc
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ECONIS (ZBW)
31
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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
Superstition and risk taking : evidence from "zodiac year" beliefs in China
Fisman, Raymond
;
Huang, Wei
;
Ning, Bo
;
Pan, Yue
;
Qiu, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5174-5188
Persistent link: https://www.econbiz.de/10014392900
Saved in:
3
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:
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
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:
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
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:
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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