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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~person:"Balvers, Ronald J."
~person:"Bollerslev, Tim"
~person:"Geman, Hélyette"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
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Deutschland
Kapitaleinkommen
Portfolio-Management
Schätzung
Spieltheorie
Volatility
Theorie
18
Theory
18
Portfolio selection
5
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3
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1986-1996
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Balvers, Ronald J.
Bollerslev, Tim
Geman, Hélyette
Hautsch, Nikolaus
Rösch, Daniel
Harvey, Campbell R.
9
Branger, Nicole
7
Prokopczuk, Marcel
7
Zhou, Guofu
7
Fama, Eugene F.
6
Gouriéroux, Christian
6
Levy, Haim
6
Fabozzi, Frank J.
5
Ferson, Wayne E.
5
Jacobs, Kris
5
Longstaff, Francis A.
5
Pedersen, Lasse Heje
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Post, Thierry
5
Shanken, Jay
5
Bekaert, Geert
4
Chabi-Yo, Fousseni
4
Christiansen, Charlotte
4
Faff, Robert W.
4
French, Kenneth Ronald
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Li, Kai
4
Marquering, Wessel A.
4
Mele, Antonio
4
Min, Byoung-Kyu
4
Munk, Claus
4
Okunev, John
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Panageas, Stauros
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Roon, Frans de
4
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Shleifer, Andrei
4
Stambaugh, Robert F.
4
Subrahmanyam, Avanidhar
4
Taylor, Stephen
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Allen, Franklin
3
Baillie, Richard
3
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Advances in futures and options research : a research annual
Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Journal of financial economics
Journal of econometrics
7
Journal of economic dynamics & control
5
Journal of applied econometrics
4
Journal of international money and finance
4
The journal of finance : the journal of the American Finance Association
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and stochastics
2
International economic review
2
The review of economics and statistics
2
Annals of finance
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
Journal de la Société de Statistique de Paris
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic behavior & organization : JEBO
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of risk
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NBER reporter online
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of fixed income
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Determinants and predictability of commodity producer returns
Wang, Qiao
;
Balvers, Ronald J.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256637
Saved in:
3
Temperature shocks and the cost of equity capital : implications for climate change perceptions
Balvers, Ronald J.
;
Du, Ding
;
Zhao, Xiaobing
- In:
Journal of banking & finance
77
(
2017
),
pp. 18-34
Persistent link: https://www.econbiz.de/10011814343
Saved in:
4
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
5
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
6
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
7
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
8
WTI crude oil Futures in portfolio diversification : the time-to-maturity effect
Geman, Hélyette
;
Kharoubi, Cécile
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2553-2559
Persistent link: https://www.econbiz.de/10003795775
Saved in:
9
Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette
;
Ohana, Steve
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 1991-2005
Persistent link: https://www.econbiz.de/10003778564
Saved in:
10
Productivity-based asset pricing : theory and evidence
Balvers, Ronald J.
;
Huang, Dayong
- In:
Journal of financial economics
86
(
2007
)
2
,
pp. 405-445
Persistent link: https://www.econbiz.de/10003569346
Saved in:
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