//--> //--> //-->
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
~person:"Almeida, Caio"
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
The Risk Map: A New Tool for V...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
6
Kapitaleinkommen
6
Risiko
6
Risikomaß
6
Risk
6
Risk measure
6
Capital market returns
5
Estimation
5
Kapitalmarktrendite
5
Risikoprämie
5
Risk premium
5
Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
Börsenkurs
4
Forecasting model
4
Prognoseverfahren
4
Share price
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risk-Neutral Probability
3
Tail Risk
3
Theorie
3
Theory
3
risk-neutral probability
3
tail risk
3
Probability theory
2
Risk Factor
2
Wahrscheinlichkeitsrechnung
2
economic predictability
2
prediction of market returns
2
risk factor
2
Asset Pricing
1
Brasilien
1
Brazil
1
CAPM
1
Discounting
1
Diskontierung
1
Economic Predictability
1
Exchange rate risk
1
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
4
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
6
Author
All
Almeida, Caio
Ojo, Marianne
25
Weigert, Florian
21
Dudley, William
16
Ruenzi, Stefan
15
Jokivuolle, Esa
11
Kiema, Ilkka
10
Niedrig, Tobias
10
Radev, Deyan
10
Teplý, Petr
10
Kambhu, John
9
Kellermann, Kersten
9
Prokopczuk, Marcel
9
Schäfer, Dorothea
9
Alexander, Gordon J.
8
Escanciano, Juan Carlos
8
Hammoudeh, Shawkat
8
Nguyen, Duc Binh Benno
8
Ratnovski, Lev
8
Schlag, Carsten-Henning
8
Yan, Shu
8
Baptista, Alexandre M.
7
Krishnan, Neel
7
Patton, Andrew J.
7
Schmaltz, Christian
7
Seaton, James
7
Smith, Peter N.
7
Thomas, Stephen
7
Weidman, Scott
7
Wese Simen, Chardin
7
Chabi-Yo, Fousseni
6
Gründl, Helmut
6
Keister, Todd
6
Llewellyn, David T.
6
McAleer, Michael
6
Milne, Alistair
6
Tayler, William
6
Vlahu, Razvan
6
Weber, Max
6
Zilberman, Roy
6
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
2
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
6
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->