//--> //--> //--> //-->
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:"Journal of empirical finance"
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
Extreme Risk, excess return an...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
199
Portfolio-Management
199
CAPM
163
Theorie
142
Theory
142
Capital income
136
Kapitaleinkommen
136
Estimation
81
Schätzung
81
Börsenkurs
48
Share price
48
Risiko
47
Risk
47
Volatility
44
Volatilität
44
Risk premium
40
Risikoprämie
39
Forecasting model
37
Prognoseverfahren
37
Anlageverhalten
35
Behavioural finance
35
Investment Fund
32
Investmentfonds
32
USA
30
United States
30
Aktienmarkt
27
Stock market
27
Welt
27
World
27
Asset pricing
26
Risikomaß
19
Risk measure
19
ARCH model
18
ARCH-Modell
18
Beta risk
17
Betafaktor
17
Time series analysis
16
Zeitreihenanalyse
16
Correlation
14
Hedging
14
more ...
less ...
Online availability
All
Undetermined
156
Free
1
Type of publication
All
Article
310
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
311
Aufsatz in Zeitschrift
311
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
311
Author
All
Nijman, Theodore E.
4
Gouriéroux, Christian
3
Ko, Kuan-Cheng
3
Rhee, S. Ghon
3
Robotti, Cesare
3
Scherer, Bernd
3
Wang, Yudong
3
Wolf, Michael
3
Zhou, Guofu
3
Baele, Lieven
2
Bernardi, Mauro
2
Blitz, David
2
Cakici, Nusret
2
Cheng, Tingting
2
Chiang, I-Hsuan Ethan
2
Chincarini, Ludwig Boris
2
Chou, Pin-huang
2
Christiansen, Charlotte
2
Conlon, Thomas
2
Conrad, Christian
2
Cotter, John
2
Coën, Alain
2
Daehwan, Kim
2
Fang, Yi
2
Fulkerson, Jon A.
2
Ghysels, Eric
2
Gribisch, Bastian
2
Hübner, Georges
2
Kan, Raymond
2
Kim, Kun Ho
2
Koedijk, Kees
2
Kryzanowski, Lawrence
2
Ledoit, Olivier
2
Lee, Minjoon
2
Li, Yuming
2
Liao, Yin
2
Lucas, André
2
Martens, Martin
2
Min, Byoung-Kyu
2
Moneta, Fabio
2
more ...
less ...
Published in...
All
Journal of empirical finance
NBER working paper series
960
Working paper / National Bureau of Economic Research, Inc.
803
Journal of banking & finance
783
NBER Working Paper
662
Finance research letters
605
MPRA Paper
589
Journal of financial economics
528
The journal of finance : the journal of the American Finance Association
459
European journal of operational research : EJOR
433
Journal of economic dynamics & control
402
Insurance / Mathematics & economics
401
International review of financial analysis
386
The review of financial studies
386
NBER Working Papers
384
Research paper series / Swiss Finance Institute
375
Discussion paper / Centre for Economic Policy Research
341
Management science : journal of the Institute for Operations Research and the Management Sciences
290
Journal of financial and quantitative analysis : JFQA
286
International journal of theoretical and applied finance
281
Working Paper
280
The journal of portfolio management : a publication of Institutional Investor
278
Applied economics
277
The journal of asset management
270
Economics letters
264
Working paper
264
Swiss Finance Institute Research Paper
260
Finance and stochastics
256
Mathematical finance : an international journal of mathematics, statistics and financial theory
252
CESifo working papers
251
Economic modelling
247
International review of economics & finance : IREF
236
Quantitative finance
235
The European journal of finance
234
Journal of risk and financial management : JRFM
223
CEPR Discussion Papers
221
Pacific-Basin finance journal
221
The North American journal of economics and finance : a journal of financial economics studies
221
Journal of economic theory
219
ECB Working Paper
214
more ...
less ...
Source
All
ECONIS (ZBW)
311
Showing
1
-
10
of
311
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin
;
Luger, Richard
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 816-829
Persistent link: https://www.econbiz.de/10003900411
Saved in:
2
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
3
Timing the investment grade securities market : evidence from high quality bond funds
Boney, Vaneesha
;
Comer, George
;
Kelly, Lynne
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10003800199
Saved in:
4
Quantile regression analysis of hedge fund strategies
Meligkotsidou, Loukia
;
Vrontos, Ioannis D.
;
Vrontos, …
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 264-279
Persistent link: https://www.econbiz.de/10003839319
Saved in:
5
Credit cycles and macro fundamentals
Koopman, Siem Jan
;
Kräussl, Roman
;
Lucas, André
; …
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 42-54
Persistent link: https://www.econbiz.de/10003800184
Saved in:
6
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
7
Residual momentum
Blitz, David
;
Huij, Joop
;
Martens, Martin
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 506-521
Persistent link: https://www.econbiz.de/10009302077
Saved in:
8
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
9
Hedging the time-varying risk exposures of momentum returns
Martens, Martin
;
Oord, Arco van
- In:
Journal of empirical finance
28
(
2014
),
pp. 78-89
Persistent link: https://www.econbiz.de/10011284506
Saved in:
10
A meta-analysis of the equity premium
Ewijk, Casper van
;
Groot, Henri L. F. de
;
Santing, A. J.
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 819-830
Persistent link: https://www.econbiz.de/10009700585
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->