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~isPartOf:"The review of financial studies"
~subject:"Prognoseverfahren"
~subject:"Volatilität"
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Prognoseverfahren
Volatilität
Theorie
877
Theory
877
USA
304
United States
304
CAPM
158
Risiko
140
Risk
140
Börsenkurs
135
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135
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111
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111
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97
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97
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70
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70
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68
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67
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36
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35
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35
Managers
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33
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Andrei, Daniel
2
Atmaz, Adem
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2
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The review of financial studies
International journal of forecasting
740
Journal of forecasting
456
NBER working paper series
275
Working paper / National Bureau of Economic Research, Inc.
262
Finance research letters
259
NBER Working Paper
255
Journal of econometrics
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
199
Energy economics
190
Economics letters
189
Discussion paper / Centre for Economic Policy Research
180
Journal of banking & finance
174
Discussion paper / Tinbergen Institute
166
Economic modelling
162
Applied economics
153
Working paper
148
Journal of empirical finance
147
International review of financial analysis
138
Computational economics
135
European journal of operational research : EJOR
134
Applied economics letters
129
Journal of financial economics
126
International review of economics & finance : IREF
121
Journal of economic dynamics & control
117
The North American journal of economics and finance : a journal of financial economics studies
117
Journal of international money and finance
116
The European journal of finance
105
CESifo working papers
103
Risks : open access journal
99
Management science : journal of the Institute for Operations Research and the Management Sciences
95
Journal of applied econometrics
94
Quantitative finance
92
International journal of theoretical and applied finance
91
Econometric reviews
84
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Technological forecasting & social change : an international journal
82
CREATES research paper
80
Research paper series / Swiss Finance Institute
80
Journal of risk and financial management : JRFM
78
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ECONIS (ZBW)
94
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94
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1
What's Vol got to do with it
Drechsler, Itamar
;
Yaron, Amir
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10008909458
Saved in:
2
Stock market
risk
and return : an equilibrium approach
Whitelaw, Robert F.
- In:
The review of financial studies
13
(
2000
)
3
,
pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
Saved in:
3
The skew
risk
premium in the equity index market
Kozhan, Roman
;
Neuberger, Anthony
;
Schneider, Paul
- In:
The review of financial studies
26
(
2013
)
9
,
pp. 2174-2203
Persistent link: https://www.econbiz.de/10010207278
Saved in:
4
Asset pricing with persistence
risk
Andrei, Daniel
;
Hasler, Michael
;
Jeanneret, Alexandre
- In:
The review of financial studies
32
(
2019
)
7
,
pp. 2809-2849
Persistent link: https://www.econbiz.de/10012033891
Saved in:
5
External habit in a production economy : a model of asset prices and consumption volatility
risk
Chen, Andrew Y.
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2890-2932
Persistent link: https://www.econbiz.de/10011755640
Saved in:
6
A bound on expected stock returns
Kadan, Ohad
;
Tang, Xiaoxiao
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Saved in:
7
Subjective bond returns and belief aggregation
Buraschi, Andrea
;
Piatti, Ilaria
;
Whelan, Paul
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3710-3741
Persistent link: https://www.econbiz.de/10013350117
Saved in:
8
Can growth options explain the trend in idiosyncratic
risk
?
Cao, Charles Q.
;
Simin, Timothy T.
;
Zhao, Jing
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2599-2633
Persistent link: https://www.econbiz.de/10003805096
Saved in:
9
Systematic
risk
and the price structure of individual equity options
Duan, Jin-Chuan
;
Wei, Jason
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 1981-2006
Persistent link: https://www.econbiz.de/10003886037
Saved in:
10
Return reversals, idiosyncratic
risk
, and expected returns
Huang, Wei
;
Liu, Qianqiu
;
Rhee, S. Ghon
;
Zhang, Liang
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 147-168
Persistent link: https://www.econbiz.de/10003941602
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