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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Balvers, Ronald J."
~person:"Bollerslev, Tim"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Deutschland
Schätzung
Spieltheorie
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Theorie
20
Theory
20
Volatilität
8
Kapitaleinkommen
6
Forecasting model
5
Portfolio selection
5
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16
German
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Balvers, Ronald J.
Bollerslev, Tim
Hautsch, Nikolaus
Rösch, Daniel
Aït-Sahalia, Yacine
8
Koop, Gary
8
Prokopczuk, Marcel
7
Tauchen, George Eugene
6
Branger, Nicole
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Ghysels, Eric
5
Gouriéroux, Christian
5
Renault, Eric
5
Sickles, Robin C.
5
Andersen, Torben
4
Caporin, Massimiliano
4
Hallin, Marc
4
Harvey, David I.
4
Herwartz, Helmut
4
Hollstein, Fabian
4
Härdle, Wolfgang
4
Jacobsen, Ben
4
Leybourne, Stephen James
4
Maheu, John M.
4
Marquering, Wessel A.
4
McAleer, Michael
4
Min, Byoung-Kyu
4
Nielsen, Morten Ørregaard
4
Phillips, Peter C. B.
4
Shin, Yongcheol
4
Steel, Mark F. J.
4
Taylor, Robert
4
Taylor, Stephen
4
Timmermann, Allan
4
Todorov, Viktor
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Asai, Manabu
3
Baillie, Richard
3
Barigozzi, Matteo
3
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of econometrics
Journal of empirical finance
Journal of applied econometrics
4
Journal of economic dynamics & control
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
Journal of international money and finance
3
International economic review
2
The review of economics and statistics
2
Finance research letters
1
Finanzmarkt und Portfolio-Management
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 financial economics
1
Journal of forecasting
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
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
4
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:
5
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:
6
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
Saved in:
7
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:
8
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:
9
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:
10
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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