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source:"econis"
subject:"Kapitaleinkommen"
~person:"Bee, Marco"
~person:"Cejnek, Georg"
~subject:"CAPM"
~type:"article"
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Kapitaleinkommen
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Bee, Marco
Cejnek, Georg
Gupta, Rangan
59
Zaremba, Adam
59
McMillan, David G.
32
Wohar, Mark E.
27
Narayan, Paresh Kumar
21
Bollerslev, Tim
20
Pierdzioch, Christian
20
Todorov, Viktor
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Wang, Yudong
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Faff, Robert W.
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Tiwari, Aviral Kumar
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Cakici, Nusret
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Gil-Alaña, Luis A.
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Ma, Feng
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Bali, Turan G.
16
Kumar, Dilip
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Bouri, Elie
15
Brooks, Robert
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Sehgal, Sanjay
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Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Caporale, Guglielmo Maria
13
Jareño, Francisco
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Xuan Vinh Vo
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Apergēs, Nikolaos
12
Demirer, Rıza
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Li, Bin
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Tauchen, George Eugene
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Umutlu, Mehmet
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Bohl, Martin T.
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Andersen, Torben
10
Jawadi, Fredj
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Lee, Chien-chiang
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Li, Yan
10
Maio, Paulo
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Nonejad, Nima
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Journal of empirical finance
2
International review of financial analysis
1
Journal of financial econometrics
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ECONIS (ZBW)
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Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
2
Realized peaks over threshold : a time-varying extreme value approach with high-frequency-based measures
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 254-283
Persistent link: https://www.econbiz.de/10012054440
Saved in:
3
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
4
Risk and return of short-duration equity investments
Cejnek, Georg
;
Randl, Otto
- In:
Journal of empirical finance
36
(
2016
),
pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
Saved in:
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