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~language:"eng"
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Titman, Sheridan"
~subject:"Capital income"
~subject:"Risikomaß"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Capital income
Risikomaß
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984
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450
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439
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436
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Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Titman, Sheridan
Gupta, Rangan
167
Caporale, Guglielmo Maria
104
Zaremba, Adam
99
McMillan, David G.
75
Diebold, Francis X.
66
Timmermann, Allan
66
Wohar, Mark E.
63
Bekaert, Geert
62
Bouri, Elie
61
Narayan, Paresh Kumar
60
Pierdzioch, Christian
60
Bollerslev, Tim
59
Guidolin, Massimo
59
Campbell, John Y.
57
Allen, David E.
56
Bali, Turan G.
56
Gil-Alaña, Luis A.
56
Harvey, Campbell R.
55
Plastun, Alex
54
Fabozzi, Frank J.
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Faff, Robert W.
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Tiwari, Aviral Kumar
53
Hammoudeh, Shawkat
49
Vries, Casper G. de
46
Cakici, Nusret
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Ma, Feng
43
Chang, Chia-Lin
42
Stambaugh, Robert F.
42
Andersen, Torben
41
Wang, Yudong
41
Zhang, Lu
41
Hoesli, Martin
39
Nguyen, Duc Khuong
39
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2
Discussion papers of interdisciplinary research project 373
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International journal of forecasting
2
Journal of economic surveys
2
Journal of financial economics
2
Pacific-Basin finance journal
2
Real estate economics : journal of the American Real Estate and Urban Economics Association
2
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Annual review of financial economics
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ECONIS (ZBW)
229
EconStor
7
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1
Assessing network risk with FRM : links with pricing kernel volatility and application to cryptocurrencies
Wang, Ruting
;
Potì, Valerio
;
Härdle, Wolfgang
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 975-992
Persistent link: https://www.econbiz.de/10015050808
Saved in:
2
An AI approach to measuring financial risk
Yu, Lining
;
Härdle, Wolfgang
;
Borke, Lukas
;
Benschop, Thijs
- In:
The Singapore economic review
68
(
2023
)
5
,
pp. 1529-1549
Persistent link: https://www.econbiz.de/10014436192
Saved in:
3
ESG preference, institutional trading, and stock return patterns
Cao, Jie
;
Titman, Sheridan
;
Zhan, Xintong
;
Zhang, Weiming
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
5
,
pp. 1843-1877
Persistent link: https://www.econbiz.de/10014365138
Saved in:
4
Hedging cryptos with Bitcoin futures
Liu, Francis
;
Packham, Natalie
;
Lu, Meng-Jou
;
Härdle, …
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 819-841
Persistent link: https://www.econbiz.de/10014304363
Saved in:
5
Momentum : evidence and insights 30 years later
Jegadeesh, Narasimhan
;
Titman, Sheridan
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463350
Saved in:
6
Financial Risk Meter for emerging markets
Ben Amor, Souhir
;
Althof, Michael
;
Härdle, Wolfgang
- In:
Research in international business and finance
60
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013411139
Saved in:
7
Investor tastes, corporate behavior, and stock returns : an analysis of corporate social responsibility
Hwang, Chuan-yang
;
Titman, Sheridan
;
Wang, Ying
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7131-7152
Persistent link: https://www.econbiz.de/10013545902
Saved in:
8
Location density, systematic risk, and cap rates : evidence from REITs
Fisher, Gregg
;
Steiner, Eva
;
Titman, Sheridan
; …
- In:
Real estate economics
50
(
2022
)
2
,
pp. 366-400
Persistent link: https://www.econbiz.de/10013184920
Saved in:
9
Media-expressed tone, option characteristics, and stock return predictability
Chen, Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
; …
- In:
Journal of economic dynamics & control
134
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013384809
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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