//--> //--> //-->
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:"Zhang, Lu"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ardison, Kym"
~person:"Engle, Robert F."
~subject:"Risikoprämie"
~subject:"Theorie"
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
Investing in talents : manager...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
Theorie
Capital income
7
Kapitaleinkommen
7
Risk premium
7
Börsenkurs
6
Risiko
6
Risk
6
Share price
6
Estimation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätzung
4
Theory
4
Capital market returns
3
Forecasting model
3
Kapitalmarktrendite
3
Prognoseverfahren
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
risk-neutral probability
3
tail risk
3
economic predictability
2
prediction of market returns
2
risk factor
2
ARCH model
1
ARCH-Modell
1
Beta risk
1
Betafaktor
1
CAPM
1
DCC
1
Estimation theory
1
GARCH
1
SRISK
1
Schätztheorie
1
Time series analysis
1
Zeitreihenanalyse
1
multi-factor asset pricing
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Zhang, Lu
Ardison, Kym
Engle, Robert F.
Garcia, René
7
Almeida, Caio
6
Vicente, Jose
6
Bali, Turan G.
2
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Jacobs, Kris
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Abbritti, Mirko
1
Aguilar, Mike
1
Bao, Yong
1
Barndorff-Nielsen, Ole E.
1
Budek, Jan
1
Burnside, Craig
1
Chen, Yi-ting
1
Chollete, Lorán
1
Deng, Ai
1
Dufour, Jean-Marie
1
Durham, Garland
1
Etula, Erkko M.
1
Fengler, Matthias R.
1
Galvão Júnior, Antônio Fialho
1
Geweke, John
1
Gil-Alaña, Luis A.
1
Goeij, Peter de
1
Haas, Markus
1
Halbleib, Roxana
1
Hein, Scott E.
1
Heinen, Andréas
1
Herwartz, Helmut
1
Jacquier, Eric
1
Jiang, George J.
1
Jondeau, Eric
1
Juhl, Ted
1
Kim, Yunmi
1
Li, Fuchun
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
7
NBER Working Paper
5
Working paper / National Bureau of Economic Research, Inc.
5
Working paper series / University of Zurich, Department of Economics
5
Discussion paper / Department of Economics, University of California San Diego
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial economics
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
Charles A. Dice Center Working Paper
1
Discussion paper / Centre for Economic Policy Research
1
Fisher College of Business working paper series
1
Georgetown McDonough School of Business Research Paper
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER reporter online
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
University of Zurich, Department of Economics, Working Paper
1
Working paper
1
Working papers
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
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
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
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:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
6
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:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->