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person:"Zhang, Lu"
~person:"Engle, Robert F."
~subject:"Risikoprämie"
~subject:"Share price"
~subject:"Theorie"
~subject:"Volatility"
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Risikoprämie
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Theorie
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115
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115
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40
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37
Portfolio selection
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Zhang, Lu
Engle, Robert F.
Gupta, Rangan
145
Zaremba, Adam
116
Caporale, Guglielmo Maria
111
Diebold, Francis X.
84
Bollerslev, Tim
80
McMillan, David G.
73
Bali, Turan G.
69
Bekaert, Geert
68
Campbell, John Y.
68
Harvey, Campbell R.
63
Stambaugh, Robert F.
58
Timmermann, Allan
58
Pierdzioch, Christian
56
Plastun, Alex
55
McAleer, Michael
53
Narayan, Paresh Kumar
53
Zhou, Guofu
53
Cakici, Nusret
49
Wohar, Mark E.
49
Bouri, Elie
47
Gil-Alaña, Luis A.
45
Lux, Thomas
42
Ang, Andrew
41
Ma, Feng
40
Faff, Robert W.
38
Guidolin, Massimo
38
Ludvigson, Sydney C.
38
Wang, Yudong
38
Bohl, Martin T.
37
Jagannathan, Ravi
36
Andersen, Torben
35
Ferson, Wayne E.
35
Lettau, Martin
35
Edmans, Alex
34
Chiang, Thomas C.
33
Fabozzi, Frank J.
33
Ryu, Doojin
33
Subrahmanyam, Avanidhar
33
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6
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5
The review of financial studies
3
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2
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2
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ECONIS (ZBW)
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1
Hourly volatility spillovers between international equity markets
Susmel, Raul
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841632
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
7
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:
8
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo
;
Chen, Long
;
Zhang, Lu
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Saved in:
9
Value versus growth : time-varying expected stock returns
Gulen, Huseyin
(
contributor
);
Xing, Yuhang
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783889
Saved in:
10
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
-
2005
Persistent link: https://www.econbiz.de/10003331373
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