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~isPartOf:"Journal of empirical finance"
~subject:"CAPM"
~subject:"Volatilität"
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CAPM
Volatilität
Estimation
256
Schätzung
256
Capital income
122
Kapitaleinkommen
122
Theorie
101
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101
Börsenkurs
85
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Baillie, Richard
2
Caporin, Massimiliano
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2
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2
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2
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2
Kim, Dongcheol
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2
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2
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2
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2
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1
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1
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Bartram, Söhnke M.
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Journal of empirical finance
Finance research letters
164
Applied economics
156
Energy economics
149
International review of economics & finance : IREF
142
International review of financial analysis
138
Economic modelling
136
Working paper / National Bureau of Economic Research, Inc.
133
Journal of banking & finance
127
NBER working paper series
124
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of econometrics
113
NBER Working Paper
105
Journal of international money and finance
104
Applied financial economics
102
Journal of financial economics
100
Journal of international financial markets, institutions & money
99
Applied economics letters
92
Working paper
88
Research in international business and finance
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
CESifo working papers
69
Discussion paper / Tinbergen Institute
68
The journal of futures markets
67
Economics letters
66
The European journal of finance
66
Discussion paper / Centre for Economic Policy Research
65
Journal of risk and financial management : JRFM
62
International journal of finance & economics : IJFE
58
Pacific-Basin finance journal
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International journal of forecasting
49
The journal of finance : the journal of the American Finance Association
49
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of economic dynamics & control
42
Quantitative finance
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
International journal of economics and finance
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ECONIS (ZBW)
122
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1
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
2
Firm level return-volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-867
Persistent link: https://www.econbiz.de/10009492528
Saved in:
3
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
4
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
5
Volatility and cross correlation across major stock markets
Ramchand, Latha
;
Susmel, Raul
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
Saved in:
6
Asset pricing models with and without consumption data : an empirical evaluation
Hardouvelis, Gikas A.
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 267-301
Persistent link: https://www.econbiz.de/10001206313
Saved in:
7
Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna
;
Roberts-Sklar, Matt
- In:
Journal of empirical finance
45
(
2018
),
pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
Saved in:
8
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
9
The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
Egginton, Jared
;
Hur, Jungshik
- In:
Journal of empirical finance
47
(
2018
),
pp. 229-245
Persistent link: https://www.econbiz.de/10012103500
Saved in:
10
Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
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