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CAPM
Theorie
622,124
Theory
607,038
USA
42,656
United States
41,528
Schätzung
35,736
Schätztheorie
35,688
Estimation theory
35,063
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34,959
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29,560
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Welt
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Deutschland
23,062
Geldpolitik
22,669
Monetary policy
21,935
Germany
21,613
Portfolio-Management
19,309
Portfolio selection
19,100
Risiko
17,705
Risk
17,499
Prognoseverfahren
17,443
Forecasting model
17,099
Mathematische Optimierung
17,056
Mathematical programming
16,949
Wirtschaftswachstum
14,139
Economic growth
13,535
Spieltheorie
12,685
Volatilität
12,579
Börsenkurs
12,377
Volatility
12,299
Share price
12,161
Game theory
11,966
Experiment
11,335
Stochastischer Prozess
10,655
Asymmetrische Information
10,547
Stochastic process
10,365
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10,265
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10,225
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Stambaugh, Robert F.
49
Campbell, John Y.
46
Cochrane, John H.
42
Kan, Raymond
40
Robotti, Cesare
40
Fabozzi, Frank J.
39
Ferson, Wayne E.
38
Hansen, Lars Peter
38
Jarrow, Robert A.
38
Zhang, Lu
35
Harvey, Campbell R.
32
He, Xue-zhong
32
Zin, Stanley E.
32
Hens, Thorsten
31
Jagannathan, Ravi
30
Zhou, Guofu
30
Madan, Dilip B.
29
Chiarella, Carl
28
Renault, Eric
28
Bekaert, Geert
27
Duffie, Darrell
26
Gagliardini, Patrick
26
Hull, John
26
Lo, Andrew W.
26
Yaron, Amir
26
Hommes, Cars H.
24
Lettau, Martin
24
Shanken, Jay
24
Longstaff, Francis A.
23
Prokopczuk, Marcel
23
Bansal, Ravi
22
Dumas, Bernard
22
Epstein, Larry G.
22
Grammig, Joachim
22
Ludvigson, Sydney C.
22
Fama, Eugene F.
21
Gouriéroux, Christian
21
Pesaran, M. Hashem
21
Pástor, Ľuboš
21
Singleton, Kenneth J.
21
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National Bureau of Economic Research
235
Chambre de commerce et d'industrie de Paris
6
Centre for Analytical Finance <Århus>
5
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
University of Chicago / Center for Research in Security Prices
5
Deutsche Forschungsgemeinschaft
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of St. Louis
4
Institute of Finance and Accounting <London>
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Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Svenska Handelshögskolan <Helsinki>
4
American Finance Association
3
Centre for Economic Policy Research
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve System / Division of Research and Statistics
3
International Center for Financial Asset Management and Engineering
3
Springer Fachmedien Wiesbaden
3
Stanford Institute for Economic Policy Research
3
University of British Columbia / Finance Division
3
École des Hautes Études Commerciales <Lausanne>
3
Bank of England / Monetary Analysis Division
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
INSEAD
2
Institut for Finansiering <Frederiksberg>
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Instituto Valenciano de Investigaciones Económicas
2
Judge Institute of Management Studies
2
Københavns Universitet / Økonomisk Institut
2
School of Finance and Business Economics <Perth, Western Australia>
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
2
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NBER working paper series
223
Working paper / National Bureau of Economic Research, Inc.
180
NBER Working Paper
167
Journal of financial economics
166
The journal of finance : the journal of the American Finance Association
162
The review of financial studies
142
Journal of banking & finance
126
Journal of economic dynamics & control
119
Finance research letters
86
Journal of empirical finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Journal of financial and quantitative analysis : JFQA
71
Economics letters
70
Management science : journal of the Institute for Operations Research and the Management Sciences
66
Journal of econometrics
64
Research paper series / Swiss Finance Institute
59
Journal of economic theory
55
Journal of monetary economics
54
Discussion paper / Centre for Economic Policy Research
52
Finance and stochastics
51
International review of economics & finance : IREF
49
International review of financial analysis
47
International journal of theoretical and applied finance
44
The North American journal of economics and finance : a journal of financial economics studies
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
Review of quantitative finance and accounting
42
Annals of finance
41
Journal of international money and finance
41
Working paper
40
The journal of futures markets
39
Applied economics
38
Swiss Finance Institute Research Paper
38
Advances in futures and options research : a research annual
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Discussion papers / CEPR
36
Finance and economics discussion series
35
Economic modelling
34
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
Journal of mathematical economics
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
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Source
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ECONIS (ZBW)
9,946
EconStor
39
OLC EcoSci
7
RePEc
2
Showing
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9,994
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date (oldest first)
1
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
2
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
3
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
Saved in:
4
"Flexible least squares betas: the French market case"
Chauveau, Thierry
;
Maillet, Bertrand
-
1998
Persistent link: https://www.econbiz.de/10000989212
Saved in:
5
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
6
Estimation of continuous-time models in finance
Melino, Angelo
-
1994
Persistent link: https://www.econbiz.de/10001327442
Saved in:
7
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
8
Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R.
- In:
The financial review : the official publication of the …
28
(
1993
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
Saved in:
9
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
10
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
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