//--> //--> //--> //-->
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
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER working paper series"
~language:"eng"
~person:"Al-Azzam, Moh’d"
~person:"Bekaert, Geert"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Gallant, A. Ronald"
~person:"Hong, Harrison"
~subject:"Bayes-Statistik"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Dynamisches Gleichgewicht"
~subject:"Spekulation"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
Börsenkurs
CAPM
Dynamisches Gleichgewicht
Spekulation
Theorie
45
Theory
45
Estimation
14
Schätzung
14
Share price
12
Capital income
11
Kapitaleinkommen
11
Volatility
8
Volatilität
8
Bayesian inference
7
Großbritannien
7
Risikoprämie
7
Risk premium
7
United Kingdom
7
Yield curve
7
Zinsstruktur
7
Deutschland
6
Germany
6
Anlageverhalten
5
Behavioural finance
5
Forecasting model
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Method of moments
4
Momentenmethode
4
Risiko
4
Risk
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Aktienmarkt
3
Bubbles
3
Estimation theory
3
Exchange rate
3
Japan
3
more ...
less ...
Online availability
All
Free
17
Undetermined
5
Type of publication
All
Book / Working Paper
17
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Al-Azzam, Moh’d
Bekaert, Geert
Frühwirth-Schnatter, Sylvia
Gallant, A. Ronald
Hong, Harrison
Campbell, John Y.
14
Lo, Andrew W.
13
Schorfheide, Frank
12
Cochrane, John H.
10
Aït-Sahalia, Yacine
9
Bansal, Ravi
9
Stambaugh, Robert F.
9
MacKinlay, A. Craig
8
Summers, Lawrence H.
8
Xiong, Wei
8
Dumas, Bernard
7
Gorton, Gary
7
Shleifer, Andrei
7
Engel, Charles
6
Ferson, Wayne E.
6
Harvey, Campbell R.
6
Koop, Gary
6
Pastor, Lubos
6
Yaron, Amir
6
Bollerslev, Tim
5
De Long, J. Bradford
5
Dow, James
5
Lehmann, Bruce N.
5
Lettau, Martin
5
Longstaff, Francis A.
5
Lustig, Hanno
5
Obstfeld, Maurice
5
Pisani, Massimiliano
5
Shanken, Jay
5
Shiller, Robert J.
5
Stein, Jeremy C.
5
Veronesi, Pietro
5
Wang, Jiang
5
Yang, Chunpeng
5
Zhang, Lu
5
Abel, Andrew B.
4
Alvarez, Fernando
4
Ang, Andrew
4
more ...
less ...
Institution
All
National Bureau of Economic Research
17
Published in...
All
Economic modelling
Journal of econometrics
NBER working paper series
Working paper / National Bureau of Economic Research, Inc.
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
NBER Working Paper
8
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
5
The review of financial studies
4
Finance and economics discussion series
3
Adaptive information systems and modelling in economics and management science
2
Discussion paper series / IZA
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Insper working paper / Insper, Instituto de Ensino e Pesquisa
2
Journal of monetary economics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
ECB Working Paper
1
ERID working paper
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
FEDS Working Paper
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
International finance discussion papers
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of political economy
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Davidson Institute working paper series
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Working paper / Christian Doppler Laboratory Aging, Health, and the Labor Market
1
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock Return Predictability : Is it There?
Ang, Andrew
-
2001
We ask whether stock returns in France,
Germany
, Japan, the UK and the US are predictable by three instruments: the …
Persistent link: https://www.econbiz.de/10012470517
Saved in:
2
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
3
Forecasting Crashes : Trading Volume, Past Returns and Conditional Skewness in Stock Prices
Chen, Joseph
-
2000
This paper is an investigation into the determinants of asymmetries in stock returns. We develop a series of cross-sectional regression specifications which attempt to forecast skewness in the daily returns of individual stocks. Negative skewness is most pronounced in stocks that have...
Persistent link: https://www.econbiz.de/10012471074
Saved in:
4
The Variance Risk Premium in Equilibrium Models
Bekaert, Geert
-
2020
The equity variance risk premium is the expected compensation earned for selling variance risk in equity markets. The variance risk premium is positive and shows moderate persistence. High variance risk premiums coincide with the left tail of the consumption growth distribution shifting down....
Persistent link: https://www.econbiz.de/10012481691
Saved in:
5
Asset Return Dynamics under Bad Environment Good Environment Fundamentals
Bekaert, Geert
-
2009
We introduce a "bad environment-good environment" technology for consumption growth in a consumption- based asset pricing model. Using the preference structure from Campbell and Cochrane (1999), the model generates realistic time-varying volatility, skewness and kurtosis in fundamentals while...
Persistent link: https://www.econbiz.de/10012463427
Saved in:
6
Advisors and Asset Prices : A Model of the Origins of Bubbles
Hong, Harrison
-
2007
We develop a model of asset price bubbles based on the communication process between advisors and investors. Advisors are well-intentioned and want to maximize the welfare of their advisees (like a parent treats a child). But only some advisors understand the new technology (the tech-savvies);...
Persistent link: https://www.econbiz.de/10012465142
Saved in:
7
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
Bansal, Ravi
-
2007
The paper estimates and examines the empirical plausibiltiy of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, the long run risks model of Bansal and Yaron (2004), low...
Persistent link: https://www.econbiz.de/10012465547
Saved in:
8
Risk, Uncertainty and Asset Prices
Bekaert, Geert
-
2006
We identify the relative importance of changes in the conditional variance of fundamentals (which we call "uncertainty") and changes in risk aversion ("risk" for short) in the determination of the term structure, equity prices and risk premiums. Theoretically, we introduce persistent...
Persistent link: https://www.econbiz.de/10012466420
Saved in:
9
Asset Float and Speculative Bubbles
Hong, Harrison
-
2005
We model the relationship between asset float (tradeable shares) and speculative bubbles. Investors trade a stock with limited float because of insider lock-ups. They have heterogeneous beliefs due to overconfidence and face short-sales constraints. A bubble arises as price overweighs optimists'...
Persistent link: https://www.econbiz.de/10012467316
Saved in:
10
Simple Forecasts and Paradigm Shifts
Hong, Harrison
-
2003
done better over the same period. This
theory
makes several distinctive predictions, which, for concreteness, we develop in … a stock-market setting. For example, starting with symmetric and homoskedastic fundamentals, the
theory
yields …
Persistent link: https://www.econbiz.de/10012468685
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->