//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Temi di discussione / Banca d'Italia"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Beta-Faktor"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Beta risk
13
Betafaktor
13
CAPM
5
Volatility
5
Volatilität
5
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Share price
3
Theorie
2
Theory
2
USA
2
United States
2
1987-2004
1
1990-1996
1
2004 - 2013
1
Aktienoption
1
Anlageverhalten
1
Anleihe
1
Asset Pricing
1
Behavioural finance
1
Bond
1
Bond market
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital market returns
1
Cholesky decomposition
1
Commodity price
1
Derivatives market
1
Dynamic econometrics
1
Dynamische Wirtschaftstheorie
1
Dynamische Ökonometrie
1
Economic dynamics
1
Economic growth
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Working Paper
Forschungsbericht
Sammlung
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Language
All
English
13
Author
All
Caivano, Michele
2
Christiansen, Charlotte
2
Christoffersen, Peter F.
2
Galagedera, Don U. A.
2
Harvey, Andrew C.
2
Lunde, Asger
2
Anderson, Heather M.
1
Asgharian, Hossein
1
Aslanidis, Nektarios
1
Bollerslev, Tim
1
Brooks, Robert
1
Cipollini, Andrea
1
Fournier, Mathieu
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Hou, Ai Jun
1
Hounyo, Ulrich
1
Jacobs, Kris
1
Li, Sophia Zhengzi
1
Olesen, Kasper V.
1
Shami, Roland G.
1
Todorov, Viktor
1
Violante, Francesco
1
Voev, Valeri
1
Wang, Weining
1
Woodward, G. Thomas
1
more ...
less ...
Published in...
All
CREATES research paper
Temi di discussione / Banca d'Italia
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / National Bureau of Economic Research, Inc.
17
Research paper series / Swiss Finance Institute
9
Working paper / Centre for Financial Research
7
CESifo working papers
6
Discussion papers / CEPR
5
IDEI working papers
5
Swiss Finance Institute Research Paper
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / LSE Financial Markets Group
4
Working papers / Rodney L. White Center for Financial Research
4
Biltoki : documentos de trabajo
3
CFS working paper series
3
Discussion paper series / Harvard Institute of Economic Research
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
SFB 649 discussion paper
3
Staff reports / Federal Reserve Bank of New York
3
Working paper series / School of Economics and Finance, Curtin University of Technology
3
CESifo Working Paper
2
DNB working paper
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
Fisher College of Business working paper series
2
GSBGM working paper series
2
IES working paper
2
IFA working paper
2
Les cahiers de recherche / HEC Paris
2
Paul Woolley Centre working paper
2
Policy research working paper : WPS
2
Research links / Graduate School of Business & Government Management, Victoria University of Wellington
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Staff report / Research Department, Federal Reserve Bank of Minneapolis
2
Travaux / Laboratoire d'Économie et des Ressources Naturelles
2
Working paper
2
Working paper series
2
Working paper series / Center for Research in Security Prices
2
Working papers
2
Working papers / Bank for International Settlements
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
Saved in:
3
Long- and short-run components of factor betas : implications for equity pricing
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
; …
-
2017
Persistent link: https://www.econbiz.de/10011750336
Saved in:
4
Two EGARCH models and one fat tail
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010495720
Saved in:
5
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
6
Factor structure in commodity futures return and volatility
Christoffersen, Peter F.
;
Lunde, Asger
;
Olesen, Kasper V.
-
2014
Persistent link: https://www.econbiz.de/10010406918
Saved in:
7
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2014
Persistent link: https://www.econbiz.de/10010414267
Saved in:
8
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
Hounyo, Ulrich
-
2013
Persistent link: https://www.econbiz.de/10010125963
Saved in:
9
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
10
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->