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~isPartOf:"Journal of financial economics"
~subject:"CAPM"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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CAPM
Stochastischer Prozess
Theorie
Volatility
191
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191
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126
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126
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117
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Christoffersen, Peter F.
5
Jacobs, Kris
5
Aït-Sahalia, Yacine
3
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3
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3
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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
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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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Journal of financial economics
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
233
Journal of econometrics
208
Finance research letters
194
International journal of theoretical and applied finance
190
Journal of banking & finance
188
Journal of empirical finance
136
Economic modelling
133
Quantitative finance
133
Journal of economic dynamics & control
130
International review of financial analysis
127
International review of economics & finance : IREF
120
Applied economics
117
Discussion paper / Centre for Economic Policy Research
117
Economics letters
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110
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108
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108
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104
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98
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92
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92
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91
The North American journal of economics and finance : a journal of financial economics studies
90
Journal of international money and finance
87
International journal of forecasting
81
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80
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78
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76
Research paper series / Swiss Finance Institute
75
Journal of international financial markets, institutions & money
74
Journal of risk and financial management : JRFM
74
Applied economics letters
71
Econometric reviews
69
The journal of futures markets
69
Pacific-Basin finance journal
67
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66
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ECONIS (ZBW)
131
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1
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
2
"Déjà vol" : predictive regressions for aggregate stock market
volatility
using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
3
Is momentum really momentum?
Novy-Marx, Robert
- In:
Journal of financial economics
103
(
2012
)
3
,
pp. 429-453
Persistent link: https://www.econbiz.de/10009520656
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4
Good and bad uncertainty : macroeconomic and financial market implications
Segal, Gill
;
Shaliastovich, Ivan
;
Yaron, Amir
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 369-397
Persistent link: https://www.econbiz.de/10011480267
Saved in:
5
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
6
Does realized skewness predict the cross-section of equity returns?
Amaya, Diego
;
Christoffersen, Peter F.
;
Jacobs, Kris
; …
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 135-167
Persistent link: https://www.econbiz.de/10011480389
Saved in:
7
Information and
volatility
linkages in the stock, bond, and money markets
Fleming, Jeff
- In:
Journal of financial economics
49
(
1998
)
1
,
pp. 111-137
Persistent link: https://www.econbiz.de/10001244931
Saved in:
8
Firm-specific risk and equity market development
Brown, Gregory W.
;
Kapadia, Nishad
- In:
Journal of financial economics
84
(
2007
)
2
,
pp. 358-388
Persistent link: https://www.econbiz.de/10003464183
Saved in:
9
The high volume return premium : cross-country evidence
Kaniel, Ron
;
Ozoguz, Arzu
;
Starks, Laura T.
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 255-279
Persistent link: https://www.econbiz.de/10009501397
Saved in:
10
The cross section of conditional mutual fund performance in European stock markets
Banegas, Ayelen
;
Gillen, Ben
;
Timmermann, Allan
; …
- In:
Journal of financial economics
108
(
2013
)
3
,
pp. 699-726
Persistent link: https://www.econbiz.de/10009764346
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