//--> //--> //-->
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
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"sqi"
~person:"Branger, Nicole"
~subject:"CAPM"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"United States"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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:
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
CAPM
EU-Staaten
Monetary policy
Rational expectations
United States
Portfolio selection
5
Portfolio-Management
5
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Option pricing theory
3
Optionspreistheorie
3
Asset allocation
2
Hedging
2
Jump risk
2
Allgemeines Gleichgewicht
1
Analysis of variance
1
Ansteckungseffekt
1
Arbeitslosigkeit
1
Asset pricing
1
Business cycle
1
Contagion
1
Contagion effect
1
Correlation
1
Covariance jumps
1
Derivat
1
Derivative
1
Derivatives
1
Different beliefs
1
Epstein-Zin preferences
1
General equilibrium
1
Hidden state
1
Jump diffusion processes
1
Konjunktur
1
Korrelation
1
Learning
1
Lebenszyklus
1
Level and slope of implied volatility smile
1
Life cycle
1
Life-cycle model
1
Model risk
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
No longer published / No longer aquired
Language
All
English
Albanian
Author
All
Branger, Nicole
Hommes, Cars H.
12
Faia, Ester
7
Farmer, Roger E. A.
7
McGough, Bruce
7
Evans, George W.
6
Ireland, Peter N.
6
Kozicki, Sharon
6
Branch, William A.
5
Brock, William A.
5
Dennis, Richard J.
5
Ellison, Martin
5
Kumhof, Michael
5
Anufriev, Mikhail
4
Bordo, Michael D.
4
Bottazzi, Giulio
4
Canova, Fabio
4
Coenen, Günter
4
Detemple, Jérôme B.
4
Fujiwara, Ippei
4
Kollmann, Robert
4
Kurozumi, Takushi
4
Li, Kai
4
Lindé, Jesper
4
Pesaran, M. Hashem
4
Röger, Werner
4
Tinsley, Peter A.
4
Tuinstra, Jan
4
Ueda, Kozo
4
Williamson, Stephen D.
4
Akdeniz, Levent
3
Arifovic, Jasmina
3
Athreya, Kartik B.
3
Benati, Luca
3
Bhattacharya, Joydeep
3
Bidarkota, Prasad V.
3
Bovenberg, Ary Lans
3
Bullard, James Brian
3
Camacho, Maximo
3
Castelnuovo, Efrem
3
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Journal of banking & finance
3
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
The journal of futures markets
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
2
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
3
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->