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person:"Zhang, Lu"
~isPartOf:"CREATES research paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Handbook of macroeconomics ; Vol. 1C"
~isPartOf:"Journal of political economy"
~isPartOf:"The American economic review"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Bekaert, Geert"
~person:"Campbell, John Y."
~person:"Garicano, Luis"
~person:"Gil-Alaña, Luis A."
~person:"Goetzmann, William N."
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Avanidhar"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"Volatility"
~subject:"World"
~subject:"t-test"
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Zhang, Lu
Andersen, Torben
Bekaert, Geert
Campbell, John Y.
Garicano, Luis
Gil-Alaña, Luis A.
Goetzmann, William N.
Prokopczuk, Marcel
Subrahmanyam, Avanidhar
Harvey, Campbell R.
14
Caporale, Guglielmo Maria
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Diebold, Francis X.
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Bollerslev, Tim
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10
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Nieuwerburgh, Stijn van
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7
Aït-Sahalia, Yacine
7
Pástor, Ľuboš
7
Ang, Andrew
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Barro, Robert J.
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Lo, Andrew W.
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Santos, Tano
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Shleifer, Andrei
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Veronesi, Pietro
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4
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4
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4
Gennaioli, Nicola
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4
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4
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CREATES research paper
Economics and finance working paper series
Handbook of macroeconomics ; Vol. 1C
Journal of political economy
The American economic review
Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
39
NBER Working Paper
30
Journal of financial economics
10
The journal of finance : the journal of the American Finance Association
9
Journal of econometrics
7
Discussion paper / Centre for Economic Policy Research
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
6
The review of financial studies
6
Journal of banking & finance
5
CESifo working papers
4
Discussion papers / CEPR
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Fisher College of Business working paper series
4
CFS working paper series
3
Discussion paper series / Harvard Institute of Economic Research
3
Finance research letters
3
Financial Institutions Center
3
Journal of empirical finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of international money and finance
3
Working paper series / European Central Bank
3
Columbia Business School Research Paper Forthcoming
2
Discussion paper
2
ECB Working Paper
2
International journal of finance & economics : IJFE
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic dynamics & control
2
Journal of economics and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
NBER reporter online
2
Technical working paper / National Bureau of Economic Research
2
Working papers / Financial Institutions Center
2
Applied financial economics
1
Applied financial economics letters
1
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ECONIS (ZBW)
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Referrals
Garicano, Luis
;
Santos, Tano
- In:
The American economic review
94
(
2004
)
3
,
pp. 499-525
Persistent link: https://www.econbiz.de/10002168764
Saved in:
2
Referrals
Garicano, Luis
;
Santos, Tano
-
2001
Persistent link: https://www.econbiz.de/10001596216
Saved in:
3
Relational knowledge transfers
Garicano, Luis
;
Rayo, Luis
- In:
The American economic review
107
(
2017
)
9
,
pp. 2695-2730
Persistent link: https://www.econbiz.de/10011736598
Saved in:
4
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000860454
Saved in:
5
Yield spreads and interest rate movements : a bird's eye view
Campbell, John Y.
;
Shiller, Robert J.
-
1989
Persistent link: https://www.econbiz.de/10000777113
Saved in:
6
No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
7
Offshore hedge funds : survival and performance 1989 - 1995
Brown, Stephen J.
;
Goetzmann, William N.
;
Ibbotson, Roger G.
-
1997
Persistent link: https://www.econbiz.de/10000619755
Saved in:
8
A century of global stock markets
Goetzmann, William N.
;
Jorion, Philippe
-
1997
Persistent link: https://www.econbiz.de/10000619986
Saved in:
9
Asymmetric volatility and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
Saved in:
10
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
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