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Beta risk
8
Betafaktor
8
CAPM
4
Volatility
4
Volatilität
4
Börsenkurs
3
Capital income
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Kapitaleinkommen
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Share price
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ARCH model
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ARCH-Modell
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Estimation
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Schätzung
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Theorie
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Time series analysis
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Zeitreihenanalyse
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2004 - 2013
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Aktienoption
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Anleihe
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Asset Pricing
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Bond
1
Bond market
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Bootstrap approach
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Bootstrap-Verfahren
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Cholesky decomposition
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Commodity price
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Derivatives market
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Electronic trading
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Elektronisches Handelssystem
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Estimation theory
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Forecasting model
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Index derivative
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Indexderivat
1
Multivariate GARCH
1
Option pricing theory
1
Optionspreistheorie
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Prognoseverfahren
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Rentenmarkt
1
Risiko
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Christiansen, Charlotte
2
Christoffersen, Peter F.
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Lunde, Asger
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Asgharian, Hossein
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Aslanidis, Nektarios
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Bollerslev, Tim
1
Cipollini, Andrea
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Fournier, Mathieu
1
Grassi, Stefano
1
Hansen, Peter Reinhard
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Hou, Ai Jun
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Hounyo, Ulrich
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Jacobs, Kris
1
Li, Sophia Zhengzi
1
Olesen, Kasper V.
1
Todorov, Viktor
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Violante, Francesco
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Voev, Valeri
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CREATES research paper
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
50
Applied financial economics
25
Applied economics
23
Journal of financial economics
23
Finance research letters
20
International review of financial analysis
20
Journal of empirical finance
19
The review of financial studies
18
International review of economics & finance : IREF
17
The journal of portfolio management : a publication of Institutional Investor
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of financial and quantitative analysis : JFQA
15
The journal of investing
15
Corporate finance / Biz
14
NBER working paper series
14
Review of quantitative finance and accounting
14
Journal of banking & finance
13
The European journal of finance
13
Journal of international financial markets, institutions & money
12
NBER Working Paper
12
Global finance journal
11
Research in international business and finance
10
The journal of finance : the journal of the American Finance Association
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Applied economics letters
9
Economic modelling
9
International journal of economics and finance
9
Journal of multinational financial management
9
Research paper series / Swiss Finance Institute
9
The North American journal of economics and finance : a journal of financial economics studies
9
European financial management : the journal of the European Financial Management Association
8
Investment management and financial innovations
8
Journal of emerging market finance
8
Pacific-Basin finance journal
8
The journal of asset management
8
International journal of finance & economics : IJFE
7
Journal of econometrics
7
Journal of international money and finance
7
Journal of investment management : JOIM
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ECONIS (ZBW)
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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
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:
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
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
7
Bootstrapping realized volatility and realized beta under a local Gaussianity assumption
Hounyo, Ulrich
-
2013
Persistent link: https://www.econbiz.de/10010125963
Saved in:
8
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:
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