//--> //--> //-->
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
~subject:"Risikoprämie"
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:"conditional beta"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikoprämie
Beta risk
15
Betafaktor
15
CAPM
15
Capital income
9
Kapitaleinkommen
9
Risk premium
9
Conditional beta
7
Risiko
7
Risk
7
conditional beta
7
ARCH model
5
ARCH-Modell
5
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Theorie
5
Theory
5
Asset pricing
4
Correlation
4
Korrelation
4
Portfolio selection
4
Portfolio-Management
4
dynamic conditional beta
4
Aktienmarkt
3
Conditional Beta
3
Risikomaß
3
Risk measure
3
Stock market
3
Volatility
3
Volatilität
3
and expected stock returns
3
Analysis of variance
2
Conditional Covariance
2
Dynamic conditional beta
2
Financial crisis
2
Financial services
2
Finanzdienstleistung
2
Finanzkrise
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
9
Author
All
Cotter, John
2
O'Sullivan, Niall
2
Aloy, Marcel
1
Amihud, Yakov
1
Bali, Turan G.
1
Engle, Robert F.
1
Eraslan, Veysel
1
Glascock, John Leslie
1
Keiber, Karl Ludwig
1
Laly, Floris
1
Laurent, Sébastien
1
Lecourt, Christelle
1
Lu-Andrews, Ran
1
Noh, Joonki
1
Rossi, Francesco
1
Rossia, Francesco
1
Samyschew, Helene
1
Tang, Yi
1
Terregrossa, Salvatore Joseph
1
Xiao, Bing
1
more ...
less ...
Published in...
All
Applied economics
1
International journal of financial engineering
1
International journal of financial research
1
International review of financial analysis
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Recent econometric techniques for macroeconomic and financial data
1
The journal of real estate finance and economics
1
UCD Geary Institute discussion paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling time-varying conditional betas : a comparison of methods with application for REITs
Aloy, Marcel
;
Laly, Floris
;
Laurent, Sébastien
; …
- In:
Recent econometric techniques for macroeconomic and …
,
(pp. 229-264)
.
2021
autoregressive
conditional
beta
models outperform the other methods. …
Persistent link: https://www.econbiz.de/10012395467
Saved in:
2
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
3
Dynamic conditional betas and equity returns
Terregrossa, Salvatore Joseph
;
Eraslan, Veysel
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012603747
Saved in:
4
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossi, Francesco
-
2014
Persistent link: https://www.econbiz.de/10010343568
Saved in:
5
The asymmetric
conditional
beta
-return relations of reits
Glascock, John Leslie
;
Lu-Andrews, Ran
- In:
The journal of real estate finance and economics
57
(
2018
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10012038865
Saved in:
6
Dynamic
conditional
beta
is alive and well in the cross section of daily stock returns
Bali, Turan G.
;
Engle, Robert F.
;
Tang, Yi
- In:
Management science : journal of the Institute for …
63
(
2017
)
11
,
pp. 3760-3779
Persistent link: https://www.econbiz.de/10011772757
Saved in:
7
Beta and size revisited : evidence from the French stock market
Xiao, Bing
- In:
International journal of financial research
7
(
2016
)
5
,
pp. 42-50
Persistent link: https://www.econbiz.de/10011579740
Saved in:
8
The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
Saved in:
9
The conditional pricing of systematic and idiosyncratic risk in the UK equity market
Cotter, John
;
O'Sullivan, Niall
;
Rossia, Francesco
- In:
International review of financial analysis
37
(
2015
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011317221
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->