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CAPM
Theorie
211
Theory
211
Time series analysis
164
Zeitreihenanalyse
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
Forecasting model
98
Prognoseverfahren
98
Estimation
79
Schätzung
79
Stochastic process
60
Stochastischer Prozess
60
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58
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58
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47
United States
47
Börsenkurs
46
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46
ARCH model
43
ARCH-Modell
43
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40
VAR-Modell
40
Cointegration
39
Kointegration
39
Modellierung
32
Scientific modelling
32
Statistical test
32
Statistischer Test
32
Risikoprämie
31
Risk premium
31
Yield curve
29
Zinsstruktur
29
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Option pricing theory
28
Optionspreistheorie
28
Regression analysis
25
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32
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32
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32
Graue Literatur
32
Non-commercial literature
32
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32
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English
32
Author
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Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Jacobs, Kris
3
Amaya, Diego
2
Andersen, Torben
2
Andreasen, Martin Møller
2
Aslanidis, Nektarios
2
Engsted, Tom
2
Kristensen, Dennis
2
Møller, Stig Vinther
2
Qin, Zhenjiang
2
Schrimpf, Andreas
2
Todorov, Viktor
2
Ang, Andrew
1
Asgharian, Hossein
1
Bach, Christian
1
Benzoni, Luca
1
Bollerslev, Tim
1
Borghi, Riccardo
1
Christensen, Bent Jesper
1
Cipollini, Andrea
1
Dahl, Christian M.
1
Fournier, Mathieu
1
Fusari, Nicola
1
Grassi, Stefano
1
Heston, Steven L.
1
Hillebrand, Eric
1
Hou, Ai Jun
1
Iglesias, Emma M.
1
Jørgensen, Kasper
1
Karoui, Mehdi
1
Li, Sophia Zhengzi
1
Mele, Antonio
1
Mikkelsen, Jakob Guldbæk
1
Nielsen, Ole Linnemann
1
Palandri, Alessandro
1
Pan, Xuhui
1
Pedersen, Thomas Q.
1
Posch, Olaf
1
Posselt, Anders Merrild
1
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CREATES research paper
Journal of financial economics
320
Economics letters
109
International review of economics & finance : IREF
96
Applied economics
95
Discussion paper / Centre for Economic Policy Research
82
The North American journal of economics and finance : a journal of financial economics studies
81
Applied financial economics
77
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of mathematical economics
56
The journal of real estate finance and economics
53
Applied economics letters
50
Finance and economics discussion series
50
Discussion papers / CEPR
46
International journal of economics and finance
42
Fisher College of Business working paper series
39
Mathematics and financial economics
35
Working paper
34
International journal of finance & economics : IJFE
32
Review of financial economics : RFE
32
Journal of economics & business
31
Cogent economics & finance
30
Computational economics
30
Energy economics
30
International journal of economics and financial issues : IJEFI
29
Insurance / Mathematics & economics
25
Journal of economic dynamics & control
25
Theoretical economics letters
25
Discussion paper / Department of Business and Management Science
24
NBER working paper series
24
Quarterly journal of business and economics : QJBE
23
Journal of business economics : JBE
22
Annals of economics and finance
20
Discussion papers in economics
20
NBER Working Paper
19
Quantitative economics : QE ; journal of the Econometric Society
19
LEM working paper series
18
The journal of finance : the journal of the American Finance Association
18
Swiss journal of economics and statistics
17
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ECONIS (ZBW)
32
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1
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
4
Origins of mutual fund skill : market versus accounting based asset pricing anomalies
Christiansen, Charlotte
;
Xing, Ran
;
Xu, Yue
-
2020
-
This version: December 3, 2020
Persistent link: https://www.econbiz.de/10012433903
Saved in:
5
The dynamics of factor loadings in the cross-section of returns
Borghi, Riccardo
;
Hillebrand, Eric
;
Mikkelsen, Jakob …
-
2018
Persistent link: https://www.econbiz.de/10011965291
Saved in:
6
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797485
Saved in:
7
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios
;
Christiansen, Charlotte
; …
-
2017
Persistent link: https://www.econbiz.de/10011587625
Saved in:
8
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:
9
Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
Saved in:
10
Option-based estimation of the price of co-skewness and co-kurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
-
2015
Persistent link: https://www.econbiz.de/10011398632
Saved in:
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