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subject:"Impact assessment"
~isPartOf:"Behavioral Finance and Asset Prices : The Influence of Investor's Emotions"
~isPartOf:"Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim"
~isPartOf:"Hohenheimer Diskussionsbeiträge"
~isPartOf:"Journal of financial economics"
~person:"Albuquerque, Rui"
~person:"Bali, Turan G."
~person:"Belke, Ansgar"
~person:"Boons, Martijn"
~person:"Clark, Todd E."
~person:"Jacobs, Kris"
~person:"Pierdzioch, Christian"
~subject:"Employment effect"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
~type:"article"
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Impact assessment
Employment effect
Kapitaleinkommen
Prognoseverfahren
Schätzung
Estimation
9
Capital income
7
Forecasting model
7
CAPM
6
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Volatility
4
Volatilität
4
Capital market returns
3
Kapitalmarktrendite
3
Börsenkurs
2
Cross-section of stock returns
2
Hedging
2
Realized volatility
2
Return predictability
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
Systematic risk
2
Welt
2
World
2
ARCH model
1
ARCH-Modell
1
Agrarpreis
1
Agricultural commodities
1
Agricultural price
1
Aktienmarkt
1
Analytical filtering
1
Asymmetric information
1
Asymmetrische Information
1
Beta risk
1
Betafaktor
1
Climate change
1
Climate risks
1
Compound Poisson jumps
1
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22
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8
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8
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1
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1
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English
9
Author
All
Albuquerque, Rui
Bali, Turan G.
Belke, Ansgar
Boons, Martijn
Clark, Todd E.
Jacobs, Kris
Pierdzioch, Christian
Bollerslev, Tim
5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
4
Todorov, Viktor
4
Bai, Jennie
3
Christoffersen, Peter F.
3
Hong, Harrison G.
3
Kaniel, Ron
3
Levine, Ross
3
Lo, Andrew W.
3
Nagel, Stefan
3
Pástor, Ľuboš
3
Santa-Clara, Pedro
3
Stambaugh, Robert F.
3
Taylor, Lucian A.
3
Timmermann, Allan
3
Weber, Michael
3
Acharya, Viral V.
2
Baltussen, Guido
2
Bandi, Federico M.
2
Barroso, Pedro
2
Booth, James R.
2
Brown, Stephen J.
2
Campbell, John Y.
2
Chen, Lin
2
Chernov, Mikhail
2
D'Amico, Stefania
2
Da, Zhi
2
Della Corte, Pasquale
2
Frazzini, Andrea
2
Fusari, Nicola
2
Gao, Xiaohui
2
Gonçalves, Andrei S.
2
Gredil, Oleg R.
2
Halling, Michael
2
Huang, Shiyang
2
Joslin, Scott
2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
Diskussionsbeiträge aus dem Institut für Volkswirtschaftslehre, Universität Hohenheim
Hohenheimer Diskussionsbeiträge
Journal of financial economics
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics
5
Applied economics letters
5
Empirica : journal of european economics
5
Finance research letters
5
Economic modelling
4
International economics and economic policy : IEEP
4
Journal of applied econometrics
4
Journal of banking & finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international money and finance
4
Applied economics quarterly
3
Journal of forecasting
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The European journal of finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The world economy : the leading journal on international economic relations
3
Economics letters
2
Ekonomia : the journal of the Cyprus Economic Society
2
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
2
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic integration
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Kredit und Kapital
2
Review of economics
2
Review of finance : journal of the European Finance Association
2
Swiss journal of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
1
Annals of financial economics
1
Applied financial economics
1
Applied financial economics letters
1
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ECONIS (ZBW)
9
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1
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
2
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
3
Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
4
Time-varying inflation risk and stock returns
Boons, Martijn
;
Duarte, Fernando
;
Roon, Frans de
; …
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 444-470
Persistent link: https://www.econbiz.de/10012545595
Saved in:
5
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
6
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
7
Trade credit and cross-country predictable firm returns
Albuquerque, Rui
;
Ramadorai, Tarun
;
Watugala, Sumudu W.
- In:
Journal of financial economics
115
(
2015
)
3
,
pp. 592-613
Persistent link: https://www.econbiz.de/10011347336
Saved in:
8
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
9
Dynamic jump intensities and risk premiums : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 447-472
Persistent link: https://www.econbiz.de/10009710173
Saved in:
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