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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Die Betriebswirtschaft : DBW"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~person:"Bollerslev, Tim"
~person:"Chou, Ray Yeutien"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Arbitrage pricing"
~subject:"Asset correlation"
~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
Aktienmarkt
Arbitrage pricing
Asset correlation
CAPM
Capital income
Deutschland
Schätzung
Spieltheorie
Volatility
Theorie
11
Theory
11
Volatilität
4
Credit risk
3
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3
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Aufsatz in Zeitschrift
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9
German
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Bollerslev, Tim
Chou, Ray Yeutien
Hautsch, Nikolaus
Rösch, Daniel
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
Balvers, Ronald J.
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
Priestley, Richard
3
Rubio, Gonzalo
3
Sercu, Piet
3
Wang, Yudong
3
Zhou, Guofu
3
Aitken, Michael J.
2
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
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Die Betriebswirtschaft : DBW
Journal of banking & finance
Journal of empirical finance
Journal of econometrics
6
Journal of applied econometrics
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 economic dynamics & control
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 forecasting
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
NBER reporter online
1
Oxford bulletin of economics and statistics
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
Review of quantitative finance and accounting
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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date (oldest first)
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
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:
3
Risk evaluations with robust approximate factor models
Chou, Ray Yeutien
;
Yen, Tso-Jung
;
Yen, Yu-min
- In:
Journal of banking & finance
82
(
2017
),
pp. 244-264
Persistent link: https://www.econbiz.de/10011816816
Saved in:
4
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:
5
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:
6
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:
7
Explaining international stock correlations with CPI fluctuations and market volatility
Cai, Yijie
;
Chou, Ray Yeutien
;
Li, Dan
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 2026-2035
Persistent link: https://www.econbiz.de/10003892191
Saved in:
8
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
9
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
10
Zum Einsatz "fundamentaler" Faktorenmodelle im Portfoliomanagement
Hamerle, Alfred
- In:
Die Betriebswirtschaft : DBW
58
(
1998
)
1
,
pp. 38-48
Persistent link: https://www.econbiz.de/10001236493
Saved in:
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