//--> //--> //-->
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:"Christoffersen, Peter F."
~person:"Drew, Michael E."
~source:"econis"
~subject:"1995-2001"
~subject:"Zeitreihenanalyse"
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:"CAPM"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
1995-2001
Zeitreihenanalyse
CAPM
36
Capital income
20
Kapitaleinkommen
20
Estimation
12
Schätzung
12
Risikoprämie
11
Risk premium
11
Volatility
11
Volatilität
11
Portfolio selection
10
Portfolio-Management
10
Aktienmarkt
7
Australia
7
Australien
7
Risiko
7
Risk
7
Stock market
7
Stochastic process
6
Stochastischer Prozess
6
Beta risk
5
Betafaktor
5
Forecasting model
5
Prognoseverfahren
5
Time series analysis
5
Asset pricing
4
Capital market returns
4
Kapitalmarktrendite
4
Option pricing theory
4
Optionspreistheorie
4
1988-1993
3
Börsenkurs
3
Devisenmarkt
3
Foreign exchange market
3
Malaysia
3
Share price
3
1990-2002
2
1991-1999
2
1997-2002
2
ARCH model
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Book / Working Paper
4
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
6
Author
All
Christoffersen, Peter F.
Drew, Michael E.
Pesaran, M. Hashem
7
Calvet, Laurent E.
5
Lo, Andrew W.
5
Mykland, Per A.
5
Yamagata, Takashi
5
Zhang, Lan
5
Artmann, Sabine
4
Brock, William A.
4
Engel, Charles
4
Finter, Philipp
4
Friedman, Benjamin M.
4
Gospodinov, Nikolaj
4
Hansen, Lars Peter
4
Harvey, Campbell R.
4
Kempf, Alexander
4
Koch, Stefan
4
Kuttner, Kenneth N.
4
Peng, Liang
4
Prokopczuk, Marcel
4
Reeves, Jonathan J.
4
Sibbertsen, Philipp
4
Theissen, Erik
4
Wen, Quan
4
Ammann, Manuel
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bali, Turan G.
3
Becker, Janis
3
Bianchi, Daniele
3
Caporale, Guglielmo Maria
3
Cenesizoglu, Tolga
3
Engsted, Tom
3
Faria, Gonçalo
3
Fisher, Adlai J.
3
Ghattassi, Imen
3
Gil-Alaña, Luis A.
3
Giovannini, Alberto
3
Grassi, Stefano
3
more ...
less ...
Published in...
All
Discussion papers in economics, finance and international competitiveness
2
CREATES research paper
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of Pacific Basin financial markets and policies
1
Working papers / Financial Institutions Center
1
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The predictive performance of asset pricing models : evidence from the Australian Securities Exchange
Bianchi, Robert
;
Drew, Michael E.
;
Whittaker, Timothy
- In:
Review of Pacific Basin financial markets and policies
19
(
2016
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011644612
Saved in:
2
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003865680
Saved in:
3
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 1914-1932
Persistent link: https://www.econbiz.de/10003928488
Saved in:
4
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003861274
Saved in:
5
Pricing of equities in China : evidence from the Shanghai Stock Exchange
Drew, Michael E.
;
Naughton, Tony
;
Veeraraghavan, Madhu
-
2004
Persistent link: https://www.econbiz.de/10002021947
Saved in:
6
Idiosyncratic volatility : evidence from Asia
Drew, Michael E.
;
Veeraraghavan, Madhu
-
2002
Persistent link: https://www.econbiz.de/10001674061
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->