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subject:"Volatilität"
type:"article"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Capital income"
~subject:"Risk premium"
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Volatilität
Capital income
Risk premium
Estimation
76
Schätzung
76
Theorie
38
Theory
38
Volatility
33
Kapitaleinkommen
30
Börsenkurs
28
Share price
28
Forecasting model
23
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22
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Time series analysis
17
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Estimation theory
15
Schätztheorie
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11
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Regression analysis
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Regressionsanalyse
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CAPM
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Risiko
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Risk
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Nichtparametrisches Verfahren
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English
51
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Garcia, René
4
Almeida, Caio
3
Ardison, Kym
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Jacquier, Eric
2
Narayan, Paresh Kumar
2
Okou, Cédric
2
Olmo, Jose
2
Schaumburg, Ernst
2
Westerlund, Joakim
2
Abbritti, Mirko
1
Aguilar, Mike
1
Ahlgren, Niklas
1
Ahoniemi, Katja
1
Altavilla, Carlo
1
Amisano, Gianni
1
Antell, Jan
1
Asai, Manabu
1
Badescu, Alexandru
1
Bali, Turan G.
1
Balter, Janine
1
Bannouh, Karim
1
Barndorff-Nielsen, Ole E.
1
Barunik, Jozef
1
Bos, Charles S.
1
Burnside, Craig
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Caporin, Massimiliano
1
Chollete, Lorán
1
Costantini, Riccardo
1
Cui, Zhenyu
1
Dahlhaus, Rainer
1
Dijk, Dick van
1
Dufour, Jean-Marie
1
Engle, Robert F.
1
Feunou, Bruno
1
Francq, Christian
1
Fuertes, Ana María
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
235
Applied economics
201
International review of economics & finance : IREF
200
Journal of banking & finance
200
International review of financial analysis
195
Journal of empirical finance
171
Economic modelling
169
Energy economics
157
Journal of financial economics
155
Applied financial economics
152
The North American journal of economics and finance : a journal of financial economics studies
151
Applied economics letters
145
Journal of international financial markets, institutions & money
132
Journal of international money and finance
126
Journal of econometrics
124
Research in international business and finance
112
The European journal of finance
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Economics letters
90
Pacific-Basin finance journal
88
International journal of finance & economics : IJFE
81
Journal of risk and financial management : JRFM
76
Review of quantitative finance and accounting
76
The journal of futures markets
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Management science : journal of the Institute for Operations Research and the Management Sciences
67
International journal of economics and finance
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
International journal of forecasting
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
59
The journal of finance : the journal of the American Finance Association
58
Cogent economics & finance
56
Journal of financial markets
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
International journal of economics and financial issues : IJEFI
51
Quantitative finance
50
Journal of economic dynamics & control
49
Journal of forecasting
49
Journal of financial and quantitative analysis : JFQA
45
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ECONIS (ZBW)
51
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
4
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
5
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
6
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
7
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
8
Mutual funds dynamics and economic predictors
Amisano, Gianni
;
Savona, Roberto
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 302-330
Persistent link: https://www.econbiz.de/10011987457
Saved in:
9
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
10
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
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