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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Balvers, Ronald J."
~person:"Bollerslev, Tim"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~person:"Wang, Yudong"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Spieltheorie"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Deutschland
Spieltheorie
Volatility
Theorie
15
Theory
15
Schätzung
7
Forecasting model
5
Kapitaleinkommen
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Volatilität
5
Credit risk
3
Kreditrisiko
3
Welt
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World
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ARCH model
2
ARCH-Modell
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Cost of capital
2
Kapitalkosten
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Regression analysis
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Regressionsanalyse
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Risiko
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Yield curve
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Zinsstruktur
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1986-1996
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Aktienmarkt
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Ankündigungseffekt
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1
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Asset-Backed Securities
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Asset-backed securities
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Aufsatz in Zeitschrift
Article in journal
14
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English
13
German
1
Author
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Balvers, Ronald J.
Bollerslev, Tim
Hautsch, Nikolaus
Rösch, Daniel
Wang, Yudong
Prokopczuk, Marcel
7
Branger, Nicole
5
Hollstein, Fabian
4
Jacobsen, Ben
4
Marquering, Wessel A.
4
Min, Byoung-Kyu
4
Taylor, Stephen
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Baillie, Richard
3
Caporin, Massimiliano
3
Christiansen, Charlotte
3
Faff, Robert W.
3
Harvey, Campbell R.
3
Harvey, David I.
3
Kim, Dongcheol
3
Levy, Haim
3
Leybourne, Stephen James
3
Post, Thierry
3
Rubio, Gonzalo
3
Sercu, Piet
3
Zhou, Guofu
3
Alexander, Carol
2
Asgharian, Hossein
2
Barone-Adesi, Giovanni
2
Bekaert, Geert
2
Bessler, Wolfgang
2
Cenesizoglu, Tolga
2
Chang, Eric Chieh
2
Chiang, I-Hsuan Ethan
2
Chiang, Raymond
2
Cho, Dooyeon
2
Chou, Ray Yeutien
2
Chue, Timothy K.
2
Clare, Andrew D.
2
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Journal of econometrics
6
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 forecasting
3
Journal of international money and finance
3
Energy economics
2
International economic review
2
The review of economics and statistics
2
Economic modelling
1
Economics letters
1
Finance research letters
1
Finanzmarkt und Portfolio-Management
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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 financial markets
1
NBER reporter online
1
Pacific-Basin finance journal
1
Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance
1
Research in international business and finance
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 European journal of finance
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of fixed income
1
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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
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
4
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
5
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:
6
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:
7
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
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
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:
10
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:
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