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person:"Zhang, Lu"
~person:"Engle, Robert F."
~person:"Jagannathan, Ravi"
~subject:"Risikoprämie"
~subject:"Theorie"
~subject:"Volatility"
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Risikoprämie
Theorie
Volatility
Capital income
159
Kapitaleinkommen
159
Theory
62
Börsenkurs
53
Share price
53
CAPM
40
Estimation
38
Schätzung
38
Portfolio selection
34
Portfolio-Management
34
Aktienmarkt
31
Stock market
31
Volatilität
31
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28
United States
28
ARCH model
20
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20
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17
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17
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17
Risk premium
17
Correlation
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Führungskräfte
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Managers
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12
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12
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12
Rentabilität
12
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12
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12
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11
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11
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Aufsatz in Zeitschrift
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Graue Literatur
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22
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1
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1
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1
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English
90
Author
All
Zhang, Lu
Engle, Robert F.
Jagannathan, Ravi
Gupta, Rangan
113
Diebold, Francis X.
83
Bollerslev, Tim
77
Caporale, Guglielmo Maria
65
Zaremba, Adam
59
Bekaert, Geert
58
Campbell, John Y.
56
Harvey, Campbell R.
54
McAleer, Michael
53
Stambaugh, Robert F.
50
Bali, Turan G.
47
Timmermann, Allan
46
Bouri, Elie
43
Pierdzioch, Christian
40
McMillan, David G.
37
Zhou, Guofu
37
Andersen, Torben
35
Ferson, Wayne E.
35
Lux, Thomas
35
Gil-Alaña, Luis A.
34
Wang, Yudong
33
Guidolin, Massimo
32
Ludvigson, Sydney C.
32
Ma, Feng
32
Edmans, Alex
31
Wohar, Mark E.
31
Fabozzi, Frank J.
30
Gabaix, Xavier
30
Acemoglu, Daron
29
Ang, Andrew
29
Lettau, Martin
29
Zhou, Hao
29
Prokopczuk, Marcel
28
Todorov, Viktor
28
Pesaran, M. Hashem
27
Veronesi, Pietro
27
Spagnolo, Nicola
26
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National Bureau of Economic Research
13
Rodney L. White Center for Financial Research
1
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NBER working paper series
13
NBER Working Paper
11
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper / Department of Economics, University of California San Diego
5
Working paper series / University of Zurich, Department of Economics
5
Staff report / Research Department, Federal Reserve Bank of Minneapolis
4
Journal of financial economics
3
The journal of finance : the journal of the American Finance Association
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The review of financial studies
2
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2
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1
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1
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1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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1
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1
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1
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1
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ECONIS (ZBW)
90
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1
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1
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
Persistent link: https://www.econbiz.de/10000870606
Saved in:
2
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
3
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
4
Measuring and testing the impact of news on volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
5
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
Persistent link: https://www.econbiz.de/10000877958
Saved in:
6
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
7
The conditional CAPM and the cross-section of expected returns
Jagannathan, Ravi
;
Wang, Zhenyu
-
1996
Persistent link: https://www.econbiz.de/10000588919
Saved in:
8
On the relation between the expected value and the volatility of the nominal excess return on stocks
Glosten, Lawrence R.
;
Jagannathan, Ravi
;
Runkle, David E.
-
1993
-
rev
Persistent link: https://www.econbiz.de/10000142591
Saved in:
9
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
10
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
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