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~isPartOf:"Journal of financial economics"
~subject:"Deutschland"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Deutschland
Prognoseverfahren
Volatilität
Theorie
923
Theory
923
CAPM
158
Capital income
134
Kapitaleinkommen
134
USA
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Brandt, Michael W.
3
Della Corte, Pasquale
3
Kelly, Bryan T.
3
Liu, Yan
3
Aït-Sahalia, Yacine
2
Boons, Martijn
2
Chernov, Mikhail
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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
Pénasse, Julien
2
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2
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2
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2
Ai, Hengjie
1
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1
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1
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1
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1
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1
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Journal of financial economics
Europäische Hochschulschriften / 5
813
International journal of forecasting
727
Gabler Edition Wissenschaft
484
Journal of forecasting
450
SpringerLink / Bücher
441
Working paper / National Bureau of Economic Research, Inc.
286
NBER working paper series
280
NBER Working Paper
264
Journal of econometrics
250
Springer-Lehrbuch
221
Discussion paper / Centre for Economic Policy Research
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Springer eBook Collection / Business and Economics
199
Economics letters
178
Discussion paper / Tinbergen Institute
176
Lehrbuch
173
Economic modelling
165
Journal of banking & finance
160
Finance research letters
158
Discussion paper
156
CESifo working papers
154
Working paper
147
Applied economics
146
European journal of operational research : EJOR
134
Journal of international money and finance
134
Computational economics
133
Energy economics
133
Journal of empirical finance
132
Berichte aus der Betriebswirtschaft
124
Journal of economic dynamics & control
122
Applied economics letters
109
DUV / Wirtschaftswissenschaft
108
Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
108
Neue betriebswirtschaftliche Forschung : Nbf
101
The European journal of finance
100
Journal of applied econometrics
99
International review of financial analysis
98
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95
SFB 649 discussion paper
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ECONIS (ZBW)
112
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1
Explaining the negative returns to volatility claims : an equilibrium approach
Eraker, Bjørn
;
Wu, Yue
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 72-98
Persistent link: https://www.econbiz.de/10011751609
Saved in:
2
Cross-sectional forecasts of the equity premium
Polk, Christopher
;
Thompson, Samuel B.
;
Vuolteenaho, Tuomo
- In:
Journal of financial economics
81
(
2006
)
1
,
pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
Saved in:
3
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
4
Comovement, information production, and the business cycle
Brockman, Paul
;
Liebenberg, Ivonne
;
Schutte, Maria
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 107-129
Persistent link: https://www.econbiz.de/10003991449
Saved in:
5
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 178-212
Persistent link: https://www.econbiz.de/10003546307
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6
Asymmetric stock market volatility and the cyclical bahavior of expected returns
Mele, Antonio
- In:
Journal of financial economics
86
(
2007
)
2
,
pp. 446-478
Persistent link: https://www.econbiz.de/10003569350
Saved in:
7
Bailouts, the incentive to manage risk, and financial crises
Panageas, Stauros
- In:
Journal of financial economics
95
(
2010
)
3
,
pp. 296-311
Persistent link: https://www.econbiz.de/10003965353
Saved in:
8
Unstable banking
Shleifer, Andrei
;
Vishny, Robert W.
- In:
Journal of financial economics
97
(
2010
)
3
,
pp. 306-318
Persistent link: https://www.econbiz.de/10008660558
Saved in:
9
Idiosyncratic risk and the cross-section of expected stock returns
Fu, Fangjian
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 24-37
Persistent link: https://www.econbiz.de/10003813177
Saved in:
10
Price impact and portfolio impact
Cvitanić, Jakša
;
Malamud, Semyon
- In:
Journal of financial economics
100
(
2011
)
1
,
pp. 201-225
Persistent link: https://www.econbiz.de/10009241218
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