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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~subject:"Risikoprämie"
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Risikoprämie
Estimation theory
1,714
Schätztheorie
1,714
Theorie
1,023
Theory
1,023
Estimation
899
Schätzung
893
Zeitreihenanalyse
744
Time series analysis
743
Nichtparametrisches Verfahren
417
Nonparametric statistics
417
Regression analysis
342
Regressionsanalyse
342
Volatility
315
Volatilität
315
Forecasting model
264
Prognoseverfahren
264
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254
Panel study
254
Capital income
251
Kapitaleinkommen
251
Method of moments
231
Momentenmethode
230
Statistical test
227
Statistischer Test
227
Börsenkurs
194
Share price
194
USA
160
United States
160
Stochastic process
152
Stochastischer Prozess
152
Maximum likelihood estimation
140
Maximum-Likelihood-Schätzung
139
Portfolio selection
128
Portfolio-Management
128
ARCH model
126
ARCH-Modell
126
Statistical distribution
120
Statistische Verteilung
120
Autocorrelation
119
Autokorrelation
119
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50
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Article
81
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81
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81
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English
81
Author
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Prokopczuk, Marcel
4
Wese Simen, Chardin
3
Zhou, Hao
3
Bandi, Federico M.
2
Bollerslev, Tim
2
Cakici, Nusret
2
Guo, Hui
2
Kim, Tong Suk
2
Li, Junye
2
Min, Byoung-Kyu
2
Abbritti, Mirko
1
Alter, Adrian
1
Anatolyev, Stanislav
1
Andreou, Elena
1
Annaert, Jan
1
Atilgan, Yigit
1
Aït-Sahalia, Yacine
1
Bakalli, Gaetan
1
Bali, Turan G.
1
Barinov, Alexander
1
Baschieri, Giulia
1
Bekaert, Geert
1
Belkhir, Mohamed
1
Benth, Fred Espen
1
Berardi, Andrea
1
Berkman, Henk
1
Beyer, Andreas
1
Borovička, Jaroslav
1
Capelle-Blancard, Gunther
1
Carcel, Hector
1
Carosi, Andrea
1
Cather, David A.
1
Cavaglia, Stefano M.
1
Cenedese, Gino
1
Chabi-Yo, Fousseni
1
Chen, Jie
1
Crifo, Patricia
1
D'Agostino, Antonello
1
Darolles, Serge
1
De Ceuster, Marc J.
1
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Journal of banking & finance
Journal of econometrics
Journal of financial economics
79
NBER working paper series
51
Working paper / National Bureau of Economic Research, Inc.
49
Journal of empirical finance
45
Journal of international money and finance
43
NBER Working Paper
41
Finance research letters
38
Journal of international financial markets, institutions & money
33
Discussion papers / CEPR
31
International review of economics & finance : IREF
31
International review of financial analysis
29
Research paper series / Swiss Finance Institute
28
Discussion paper / Centre for Economic Policy Research
25
Applied financial economics
23
The journal of finance : the journal of the American Finance Association
23
Working paper
22
Applied economics
20
Finance and economics discussion series
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
The North American journal of economics and finance : a journal of financial economics studies
20
CESifo working papers
19
Journal of economic dynamics & control
19
Journal of financial markets
19
Applied economics letters
18
Economic modelling
18
The review of financial studies
18
Discussion paper
17
Management science : journal of the Institute for Operations Research and the Management Sciences
17
International journal of finance & economics : IJFE
15
Journal of financial econometrics
15
Pacific-Basin finance journal
15
Swiss Finance Institute Research Paper
15
CREATES research paper
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Review of finance : journal of the European Finance Association
14
Review of quantitative finance and accounting
14
Journal of financial and quantitative analysis : JFQA
13
The European journal of finance
13
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ECONIS (ZBW)
81
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81
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1
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
2
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
3
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
4
Empirical asset pricing with multi-period disaster risk : a simulation-based approach
Sönksen, Jantje
;
Grammig, Joachim
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 805-832
Persistent link: https://www.econbiz.de/10012619790
Saved in:
5
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
6
Factor models with many assets : strong factors, weak factors, and the two-pass procedure
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10013441835
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
9
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
10
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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