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~isPartOf:"Journal of financial economics"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Volatilität
Zeitreihenanalyse
Theorie
922
Theory
922
CAPM
158
Capital income
133
Kapitaleinkommen
133
USA
127
United States
127
Börsenkurs
124
Share price
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Portfolio selection
105
Portfolio-Management
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Risikoprämie
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Risk premium
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Estimation
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Volatility
77
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Boons, Martijn
3
Brandt, Michael W.
3
Della Corte, Pasquale
3
Harvey, Campbell R.
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Kelly, Bryan T.
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Liu, Yan
3
Aït-Sahalia, Yacine
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Pan, Jun
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Panageas, Stauros
2
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Pedersen, Lasse Heje
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Santa-Clara, Pedro
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Shleifer, Andrei
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Ai, Hengjie
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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
International journal of forecasting
767
Journal of forecasting
517
Journal of econometrics
497
Economics letters
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
366
NBER working paper series
295
Working paper / National Bureau of Economic Research, Inc.
286
NBER Working Paper
280
Discussion paper / Tinbergen Institute
263
Economic modelling
216
Econometric theory
208
Applied economics
201
Discussion paper / Centre for Economic Policy Research
193
Econometric reviews
188
Working paper
184
Finance research letters
169
Journal of economic dynamics & control
169
Journal of banking & finance
166
Computational economics
164
Applied economics letters
162
Journal of applied econometrics
162
Journal of empirical finance
150
European journal of operational research : EJOR
149
Energy economics
147
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
145
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
144
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
143
CREATES research paper
128
Journal of international money and finance
127
CESifo working papers
116
Working paper / Department of Econometrics and Business Statistics, Monash University
115
International review of financial analysis
108
Risks : open access journal
103
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
102
The European journal of finance
100
International review of economics & finance : IREF
99
SFB 649 discussion paper
99
International journal of theoretical and applied finance
95
Macroeconomic dynamics
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ECONIS (ZBW)
115
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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
Saved in:
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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