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Die Festlegung der Risikoprämi...
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ARCH model
Kapitaleinkommen
39,283
Capital income
39,273
Börsenkurs
14,804
Share price
14,772
Risikoprämie
12,424
Risk premium
12,119
Theorie
11,946
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11,877
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9,806
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9,727
Aktienmarkt
8,666
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8,589
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8,091
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8,056
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7,674
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7,656
CAPM
6,879
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6,563
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6,470
Prognoseverfahren
5,222
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5,209
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4,395
Behavioural finance
4,377
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4,054
Risiko
4,035
Welt
3,764
World
3,746
Zinsstruktur
3,308
Yield curve
3,260
Investmentfonds
2,812
Investment Fund
2,798
ARCH-Modell
2,480
Ankündigungseffekt
2,456
Announcement effect
2,453
Rendite
2,136
Zeitreihenanalyse
1,883
Time series analysis
1,873
Yield
1,807
Deutschland
1,796
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2,457
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11
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Gupta, Rangan
35
Bouri, Elie
19
Engle, Robert F.
19
Kumar, Dilip
18
Ma, Feng
18
McAleer, Michael
18
Paolella, Marc S.
17
Chiang, Thomas C.
15
Chang, Chia-Lin
14
Bauwens, Luc
12
Mittnik, Stefan
12
Elyasiani, Elyas
11
Floros, Christos
11
Huang, Zhuo
11
Teräsvirta, Timo
11
Zhang, Yaojie
11
Brooks, Robert
10
Haas, Markus
10
Prokopczuk, Marcel
10
Hansen, Peter Reinhard
9
Koopman, Siem Jan
9
Ledoit, Olivier
9
Mansur, Iqbal
9
Tiwari, Aviral Kumar
9
Wolf, Michael
9
Ardia, David
8
Bohl, Martin T.
8
Bollerslev, Tim
8
Conrad, Christian
8
Hoogerheide, Lennart F.
8
Li, Yan
8
Liang, Chao
8
McMillan, David G.
8
Rodriguez, Gabriel
8
Tai, Chu-sheng
8
Wang, Yudong
8
Zhu, Jie
8
Jondeau, Eric
7
Lucas, André
7
Molnár, Peter
7
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National Bureau of Economic Research
8
Gottfried Wilhelm Leibniz Universität Hannover
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Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Finance research letters
65
Journal of empirical finance
54
International review of financial analysis
52
Energy economics
48
The North American journal of economics and finance : a journal of financial economics studies
47
International review of economics & finance : IREF
45
Research in international business and finance
41
Journal of banking & finance
38
Journal of international financial markets, institutions & money
38
International journal of forecasting
36
Applied economics
35
Economic modelling
35
Journal of forecasting
29
The European journal of finance
29
Journal of risk and financial management : JRFM
28
Applied financial economics
24
Journal of econometrics
24
Applied economics letters
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Review of quantitative finance and accounting
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
International journal of finance & economics : IJFE
18
Journal of financial econometrics
18
Working paper
18
International journal of economics and finance
16
Pacific-Basin finance journal
16
Economics letters
15
Cogent economics & finance
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
International journal of economics and financial issues : IJEFI
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Afro-Asian Journal of Finance and Accounting : AAJFA
13
Discussion paper / Tinbergen Institute
13
The journal of applied business research
13
Department of Economics working paper series
12
Global business review
12
Global finance journal
12
International Journal of Financial Studies : open access journal
12
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ECONIS (ZBW)
2,471
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1
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
2
Equity market volatility and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
3
Pricing kernels with coskewness and volatility risk
Chabi-Yo, Fousseni
-
2008
-
This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
Saved in:
4
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
5
The relationship between risk and expected return in Europe
León Valle, Ángel Manuel
;
Nave Pineda, Juan M.
; …
- In:
Journal of banking & finance
31
(
2007
)
2
,
pp. 495-512
Persistent link: https://www.econbiz.de/10003421299
Saved in:
6
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
7
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
8
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
Saved in:
9
Time-varying risk and risk premiums in frontier markets
Todorov, Galin
;
Bidarkota, Prasad V.
- In:
Journal of emerging markets
18
(
2013
)
3
,
pp. 18-35
Persistent link: https://www.econbiz.de/10010519779
Saved in:
10
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
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