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~subject:"CAPM"
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CAPM
Theorie
628,243
Theory
613,341
USA
42,669
United States
41,503
Schätzung
36,214
Schätztheorie
36,160
Estimation theory
35,533
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35,434
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Welt
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Geldpolitik
22,931
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Germany
21,831
Portfolio-Management
19,555
Portfolio selection
19,346
Risiko
18,055
Risk
17,850
Prognoseverfahren
17,743
Forecasting model
17,398
Mathematische Optimierung
17,379
Mathematical programming
17,271
Wirtschaftswachstum
14,360
Economic growth
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Volatilität
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Spieltheorie
12,723
Börsenkurs
12,564
Volatility
12,496
Share price
12,346
Game theory
11,997
Experiment
11,457
Stochastischer Prozess
10,807
Asymmetrische Information
10,645
Stochastic process
10,516
Asymmetric information
10,363
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10,322
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Stambaugh, Robert F.
49
Campbell, John Y.
47
Cochrane, John H.
42
Kan, Raymond
41
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
Lee, Cheng F.
28
Renault, Eric
28
Bekaert, Geert
27
Gagliardini, Patrick
27
Lo, Andrew W.
27
Hull, John
26
Yaron, Amir
26
Duffie, Darrell
25
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
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National Bureau of Economic Research
236
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>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
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
224
Working paper / National Bureau of Economic Research, Inc.
180
Journal of financial economics
169
NBER Working Paper
167
The journal of finance : the journal of the American Finance Association
162
The review of financial studies
145
Journal of banking & finance
126
Journal of economic dynamics & control
121
Finance research letters
91
Journal of empirical finance
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
80
Economics letters
73
Journal of econometrics
71
Journal of financial and quantitative analysis : JFQA
71
Management science : journal of the Institute for Operations Research and the Management Sciences
68
Research paper series / Swiss Finance Institute
59
Journal of economic theory
55
Journal of monetary economics
55
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
Discussion papers / CEPR
40
Working paper
40
Applied economics
39
The journal of futures markets
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Swiss Finance Institute Research Paper
38
Advances in futures and options research : a research annual
37
Finance and economics discussion series
37
Journal of mathematical economics
35
Economic modelling
34
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
The European journal of finance
34
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Source
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ECONIS (ZBW)
10,032
EconStor
39
OLC EcoSci
7
RePEc
2
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1
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
2
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:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Efficient estimation of linear asset-pricing models with moving average errors
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10001203180
Saved in:
6
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:
7
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
8
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
9
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:
10
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
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