//--> //--> //-->
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
~person:"Almeida, Caio"
~person:"Taylor, Stephen"
~subject:"Risikomaß"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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: subject:"Stochastik"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Share price
USA
Statistical distribution
6
Statistische Verteilung
6
Capital income
5
Kapitaleinkommen
5
Forecasting model
4
Prognoseverfahren
4
Risiko
4
Risikoprämie
4
Risk
4
Risk premium
4
Börsenkurs
3
Capital market returns
3
Estimation
3
Kapitalmarktrendite
3
Option pricing theory
3
Optionspreistheorie
3
Risk measure
3
Schätzung
3
risk-neutral probability
3
tail risk
3
CAPM
2
Probability theory
2
Theorie
2
Theory
2
United States
2
Wahrscheinlichkeitsrechnung
2
economic predictability
2
prediction of market returns
2
risk factor
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Aktienoption
1
Anomaly portfolios
1
Artificial intelligence
1
Asset pricing
1
Country risk
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Conference paper
Article in journal
6
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
6
Author
All
Almeida, Caio
Taylor, Stephen
Fabozzi, Frank J.
9
Chinhamu, Knowledge
8
Račev, Svetlozar T.
8
Wang, Ruodu
8
Ciecka, James E.
7
Landsman, Zinoviy
7
Skoog, Gary R.
7
Taylor, James W.
7
Bali, Turan G.
6
Furman, Edward
6
Gerlach, Richard
6
Hoga, Yannick
6
Paolella, Marc S.
6
Stoyanov, Stoyan V.
6
Su, Jianxi
6
Bollerslev, Tim
5
Dempsey, Michael
5
Guégan, Dominique
5
Koopman, Siem Jan
5
Mao, Tiantian
5
Nadarajah, Saralees
5
Petrella, Lea
5
Todorov, Viktor
5
Bee, Marco
4
Bernard, Carole
4
Bernardi, Mauro
4
Dobrev, Dobrislav
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Huang, Zhuo
4
Härdle, Wolfgang
4
Jang, Soocheong
4
Kabir, M. Humayun
4
Kim, Young Shin
4
Liang, Fang
4
Lucas, André
4
Lux, Thomas
4
Massacci, Daniele
4
Mitic, Peter
4
Mozumder, Sharif
4
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
International journal of forecasting
1
Journal of banking & finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
3
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
4
Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
Saved in:
5
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
6
Cross-sectional analysis of risk-neutral skewness
Taylor, Stephen
;
Yadav, Pradeep
;
Zhang, Yuanyuan
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 38-52
Persistent link: https://www.econbiz.de/10003862759
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->