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~isPartOf:"Journal of economic dynamics & control"
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CAPM
Theorie
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Aït-Sahalia, Yacine
5
Hommes, Cars H.
4
Bidarkota, Prasad V.
3
Li, Kai
3
Lioui, Abraham
3
Mykland, Per A.
3
Todorov, Viktor
3
Akdeniz, Levent
2
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2
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2
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2
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2
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2
Hansen, Lars Peter
2
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2
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2
Koo, Hyeng-keun
2
Mancini, Loriano
2
McCulloch, J. Huston
2
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Pelger, Markus
2
Renault, Eric
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2
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1
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1
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1
Aydemir, A. Cevdet
1
Balduzzi, Pierluigi
1
Bandi, Federico M.
1
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Journal of econometrics
Journal of economic dynamics & control
NBER working paper series
214
Working paper / National Bureau of Economic Research, Inc.
172
NBER Working Paper
159
The journal of finance : the journal of the American Finance Association
159
Journal of financial economics
154
The review of financial studies
144
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125
Finance research letters
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
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76
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65
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65
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61
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54
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54
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51
Finance and stochastics
51
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47
International review of financial analysis
46
Journal of international money and finance
44
International journal of theoretical and applied finance
43
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The North American journal of economics and finance : a journal of financial economics studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
42
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40
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35
Finance and economics discussion series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Applied economics
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ECONIS (ZBW)
165
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1
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
2
Informational differences and learning in an asset market with boundedly rational agents
Diks, Cees
;
Dindo, Pietro
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1432-1465
Persistent link: https://www.econbiz.de/10003732534
Saved in:
3
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
4
Risk sharing and counter-cyclical variation in market correlations
Aydemir, A. Cevdet
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3084-3112
Persistent link: https://www.econbiz.de/10003775485
Saved in:
5
A patent race in a real options setting : investment strategy, valuation, CAPM beta, and return volatility
Meng, Rujing
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
Saved in:
6
Asset pricing with loss aversion
Grüne, Lars
;
Semmler, Willi
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3253-3274
Persistent link: https://www.econbiz.de/10003775836
Saved in:
7
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
8
A quartet of asset pricing models in nominal and real economies
Wei, Chao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 154-165
Persistent link: https://www.econbiz.de/10003810178
Saved in:
9
Investor heterogeneity, asset pricing and volatility dynamics
Weinbaum, David
- In:
Journal of economic dynamics & control
33
(
2009
)
7
,
pp. 1379-1397
Persistent link: https://www.econbiz.de/10003846757
Saved in:
10
More hedging instruments may destabilize markets
Brock, William A.
;
Hommes, Cars H.
;
Wagener, Florian …
- In:
Journal of economic dynamics & control
33
(
2009
)
11
,
pp. 1912-1928
Persistent link: https://www.econbiz.de/10003888582
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