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~subject:"Risk"
~subject:"Stochastischer Prozess"
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CAPM
Risk
Stochastischer Prozess
Theorie
Volatility
41,140
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40,044
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30,022
Aktienmarkt
29,800
Börsenkurs
19,779
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19,727
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13,149
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Behavioural finance
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3,767
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3,748
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3,619
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3,612
China
3,410
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3,301
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3,222
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Gupta, Rangan
112
McAleer, Michael
101
Bollerslev, Tim
93
Diebold, Francis X.
72
Andersen, Torben
63
Todorov, Viktor
54
Chiarella, Carl
53
Koopman, Siem Jan
52
Bekaert, Geert
51
Härdle, Wolfgang
50
Pierdzioch, Christian
50
Campbell, John Y.
47
Caporale, Guglielmo Maria
45
Caporin, Massimiliano
44
Asai, Manabu
43
Bali, Turan G.
43
Christoffersen, Peter F.
41
Lux, Thomas
41
Zaremba, Adam
39
Hautsch, Nikolaus
36
Caballero, Ricardo J.
35
Chan, Joshua
35
Cui, Zhenyu
35
Hafner, Christian M.
35
Herwartz, Helmut
35
Westerhoff, Frank H.
35
Aït-Sahalia, Yacine
34
Cakici, Nusret
34
Fabozzi, Frank J.
34
Aizenman, Joshua
33
Tauchen, George Eugene
32
Clark, Todd E.
30
Ghysels, Eric
30
Giglio, Stefano
30
Platen, Eckhard
30
Guo, Hui
29
Mumtaz, Haroon
29
Andersen, Torben G.
28
Bloom, Nicholas
28
Fernández-Villaverde, Jesús
28
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National Bureau of Economic Research
305
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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Institute of Finance and Accounting <London>
6
International Monetary Fund
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Svenska Handelshögskolan <Helsinki>
6
Birkbeck College / Department of Economics
5
Federal Reserve Bank of New York
5
Instituto Valenciano de Investigaciones Económicas
5
The Wharton Financial Institutions Center
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Centre for Growth and Business Cycle Research <Manchester>
4
Chambre de commerce et d'industrie de Paris
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Federal Reserve System / Board of Governors
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Weltwirtschaft
4
International Center for Financial Asset Management and Engineering
4
Springer Fachmedien Wiesbaden
4
Verlag Dr. Kovač
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve System / Division of Research and Statistics
3
Nuffield College
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
3
World Bank
3
Berliner Wissenschafts-Verlag
2
Bonn Graduate School of Economics
2
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NBER working paper series
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Finance research letters
291
Working paper / National Bureau of Economic Research, Inc.
277
NBER Working Paper
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Journal of econometrics
210
Journal of banking & finance
207
International journal of theoretical and applied finance
191
International review of financial analysis
172
Economic modelling
161
Energy economics
160
International review of economics & finance : IREF
152
Journal of empirical finance
147
Applied economics
146
Journal of financial economics
142
Quantitative finance
137
Economics letters
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Journal of economic dynamics & control
134
Discussion paper / Centre for Economic Policy Research
131
The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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Computational economics
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Discussion paper / Tinbergen Institute
106
The European journal of finance
105
Journal of international money and finance
99
Applied mathematical finance
95
Journal of international financial markets, institutions & money
93
Applied economics letters
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
92
The review of financial studies
92
Pacific-Basin finance journal
90
Research in international business and finance
86
Applied financial economics
84
Journal of risk and financial management : JRFM
84
International journal of forecasting
82
The journal of finance : the journal of the American Finance Association
81
Research paper series / Swiss Finance Institute
80
The journal of futures markets
73
Econometric reviews
69
Risks : open access journal
68
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ECONIS (ZBW)
19,148
RePEc
58
EconStor
33
Other ZBW resources
4
ArchiDok
3
BASE
2
USB Cologne (EcoSocSci)
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1
The risk-return trade-off in a liberalized emerging stock market : evidence from Vietnam
Fang, Kuangnan
;
Wu, Ji
;
Nguyen, Cuong
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 746-763
Persistent link: https://www.econbiz.de/10011764554
Saved in:
2
Financial
liberalization
and allocation of capital : dark side of the moon
Bhaduri, Saumitra N.
;
Bhattacharya, Aditi
- In:
Journal of quantitative economics
16
(
2018
)
4
,
pp. 163-185
Persistent link: https://www.econbiz.de/10012418610
Saved in:
3
Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
4
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis
;
Blanchard, Gildas
;
Honarvar, Iman
; …
-
2015
Persistent link: https://www.econbiz.de/10011547101
Saved in:
5
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
6
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
7
Testing the long-memory features in return and
volatility
of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
8
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
9
A study of changes in risk appetite in the stock market and the housing market before and after the global financial crisis in 2008 using the vKOSPI
Yang, Jin Yong
;
Lee, Sang-heon
- In:
Modern economy
4
(
2013
)
11
,
pp. 712-722
Persistent link: https://www.econbiz.de/10010258008
Saved in:
10
Capital flows, asset prices and output in emerging market economies : a theoretical analysis
Nag, Ranjanendra Narayan
;
Baksi, Sayan
;
Majumder, …
- In:
Foreign trade review : quarterly journal of Indian …
50
(
2015
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011412012
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