//--> //--> //--> //-->
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"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~subject:"ARCH model"
~subject:"Portfolio-Management"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Portfolio-Management
Risikoprämie
Theorie
Capital income
158
Kapitaleinkommen
158
Volatility
55
Volatilität
55
Theory
54
Börsenkurs
53
Share price
53
Estimation
45
Schätzung
45
Time series analysis
42
Zeitreihenanalyse
42
Aktienmarkt
33
Stock market
33
USA
29
United States
29
CAPM
27
Forecasting model
22
Portfolio selection
22
Prognoseverfahren
22
Risk premium
19
Anlageverhalten
16
Behavioural finance
16
Efficient market hypothesis
15
Effizienzmarkthypothese
15
ARCH-Modell
11
Securities trading
11
Wertpapierhandel
11
Exchange rate
10
Tobin's Q
10
Tobins Q
10
Wechselkurs
10
Financial market
9
Finanzmarkt
9
Fractional integration
9
Investitionsentscheidung
9
Investment decision
9
more ...
less ...
Online availability
All
Free
44
Undetermined
16
Type of publication
All
Book / Working Paper
53
Article
31
Type of publication (narrower categories)
All
Arbeitspapier
37
Working Paper
37
Graue Literatur
36
Non-commercial literature
36
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
84
Author
All
Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
Zaremba, Adam
71
Bekaert, Geert
66
Diebold, Francis X.
65
Bollerslev, Tim
64
Gupta, Rangan
57
Harvey, Campbell R.
56
Stambaugh, Robert F.
56
Bali, Turan G.
51
Timmermann, Allan
50
Guidolin, Massimo
49
Campbell, John Y.
48
Zhou, Guofu
43
Ferson, Wayne E.
41
Caporale, Guglielmo Maria
40
Ludvigson, Sydney C.
40
Engle, Robert F.
39
McAleer, Michael
38
Lo, Andrew W.
36
Fabozzi, Frank J.
35
Ang, Andrew
33
Satchell, Stephen
32
Agarwal, Vikas
31
Edmans, Alex
31
Guirguis, Michel
31
Lettau, Martin
31
Cakici, Nusret
30
Gabaix, Xavier
30
Lux, Thomas
30
Veronesi, Pietro
30
Wang, Yudong
30
Acemoglu, Daron
29
Moskowitz, Tobias J.
28
Pedersen, Lasse Heje
28
Prokopczuk, Marcel
28
Grobys, Klaus
27
Pástor, Ľuboš
27
Titman, Sheridan
27
Zhou, Hao
27
Ma, Feng
26
more ...
less ...
Institution
All
National Bureau of Economic Research
6
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
11
NBER working paper series
6
Economics and finance working paper series
5
NBER Working Paper
5
CESifo working papers
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Finance research letters
3
Journal of financial economics
3
CFS working paper series
2
Financial Institutions Center
2
Fisher College of Business working paper series
2
International journal of finance & economics : IJFE
2
Journal of econometrics
2
NBER reporter online
2
Working papers / Financial Institutions Center
2
Applied financial economics
1
Applied financial economics letters
1
CREATES research paper
1
Charles A. Dice Center Working Paper
1
Computational economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European review of economics and finance
1
International economic review
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics and finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Journal of political economy
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Research in international business and finance
1
Review of development finance
1
Ross School of Business working paper series
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
2
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
3
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
4
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
5
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
6
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
7
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
8
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
9
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
10
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->