//--> //--> //-->
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
source:"econis"
~person:"Vicente, Jose"
~subject:"Kapitaleinkommen"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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:"Equity premium"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Zinsstruktur
Capital income
6
Risiko
6
Risikoprämie
6
Risk
6
Risk premium
6
Börsenkurs
5
Share price
5
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Theorie
4
Theory
4
Capital market returns
3
Estimation
3
Forecasting model
3
Kapitalmarktrendite
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
risk-neutral probability
3
tail risk
3
economic predictability
2
prediction of market returns
2
risk factor
2
non-parametric estimation
1
return predictability
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Vicente, Jose
Zaremba, Adam
26
Gupta, Rangan
17
Wohar, Mark E.
12
Zhou, Hao
12
Long, Huaigang
10
Almeida, Caio
9
Bali, Turan G.
9
Lustig, Hanno
9
Bekaert, Geert
8
Bollerslev, Tim
8
Cakici, Nusret
8
Demirer, Rıza
8
Garcia, René
8
Rubio, Gonzalo
8
Verdelhan, Adrien
8
Wang, Junbo
8
Wang, Yudong
8
Wu, Chunchi
8
Ardison, Kym
7
Hördahl, Peter
7
Jacobs, Kris
7
Nitschka, Thomas
7
Tauchen, George Eugene
7
Tzavalis, Elias
7
Bansal, Ravi
6
Fabozzi, Frank J.
6
Guo, Hui
6
Lee, Changjun
6
Maio, Paulo
6
Sakemoto, Ryuta
6
Schneider, Paul
6
Wagner, Niklas F.
6
Wickens, Michael R.
6
Batten, Jonathan A.
5
Byrne, Joseph P.
5
Chiang, Thomas C.
5
Driessen, Joost
5
Goldstein, Robert S.
5
Guidolin, Massimo
5
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->