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CAPM
Risk
45,221
Risiko
42,564
Volatility
41,065
Volatilität
39,995
Theorie
26,971
Theory
26,878
Schätzung
11,552
Estimation
11,489
Börsenkurs
10,685
Share price
10,651
Kapitaleinkommen
9,477
Capital income
9,472
Welt
7,824
World
7,795
ARCH-Modell
6,994
ARCH model
6,944
USA
6,925
Risikomanagement
6,898
Risk management
6,845
United States
6,830
Aktienmarkt
6,689
Stock market
6,688
Portfolio-Management
6,595
Portfolio selection
6,589
Exchange rate
4,894
Wechselkurs
4,892
Prognoseverfahren
4,853
Forecasting model
4,823
risk
4,524
Stochastischer Prozess
4,513
Stochastic process
4,495
Optionspreistheorie
4,349
Option pricing theory
4,334
Zeitreihenanalyse
3,734
Time series analysis
3,704
Finanzmarkt
3,372
Financial market
3,367
Decision under uncertainty
3,255
Entscheidung unter Unsicherheit
3,255
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1,331
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1,054
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1,985
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1,496
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532
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10
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3,391
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48
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34
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Bekaert, Geert
21
Zaremba, Adam
20
Bali, Turan G.
18
Guo, Hui
17
Bansal, Ravi
15
Lettau, Martin
15
Barro, Robert J.
14
Epstein, Larry G.
14
Jacobs, Kris
14
Cakici, Nusret
13
Harvey, Campbell R.
13
Campbell, John Y.
12
Christiansen, Charlotte
12
Christoffersen, Peter F.
12
Ghysels, Eric
12
Prokopczuk, Marcel
12
Santos, Tano
12
Engstrom, Eric
11
Fabozzi, Frank J.
11
Hansen, Lars Peter
11
Blitz, David
10
Branger, Nicole
10
Chiarella, Carl
10
Ferson, Wayne E.
10
He, Xue-zhong
10
Kelly, Bryan T.
10
Madan, Dilip B.
10
Bollerslev, Tim
9
Chen, Andrew Y.
9
Ghosh, Anisha
9
Giovannini, Alberto
9
Jagannathan, Ravi
9
Kiku, Dana
9
Rodríguez, Rosa
9
Todorov, Viktor
9
Yaron, Amir
9
Aït-Sahalia, Yacine
8
Bidarkota, Prasad V.
8
Chabi-Yo, Fousseni
8
Cotter, John
8
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National Bureau of Economic Research
69
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
3
Federal Reserve Bank of St. Louis
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
2
Department of Economics, University of Kansas
2
Deutsche Forschungsgemeinschaft
2
Département de Sciences Économiques, Université de Montréal
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Svenska Handelshögskolan <Helsinki>
2
University of York / Department of Economics and Related Studies
2
Centre of Financial Studies
1
Chambre de commerce et d'industrie de Paris
1
Department of Agricultural Economics, Purdue University
1
EconWPA
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Division of Research and Statistics
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut for Fødevare- og Ressourceøkonomi, Københavns Universitet
1
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1
Instituto Valenciano de Investigaciones Económicas
1
International Monetary Fund
1
KentrikḗTrapeza Kypru
1
Nationalekonomiska Institutionen <Lund>
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Stanford Institute for Economic Policy Research
1
University of British Columbia / Finance Division
1
Universität Bremen
1
Universität Mannheim
1
Université de Genève / Institut de hautes études internationales
1
Økonomisk institutt, Universitetet i Oslo
1
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Journal of financial economics
82
NBER working paper series
68
Journal of banking & finance
63
Finance research letters
57
Working paper / National Bureau of Economic Research, Inc.
54
NBER Working Paper
53
The review of financial studies
48
Journal of empirical finance
47
International review of economics & finance : IREF
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
International review of financial analysis
34
Journal of economic dynamics & control
32
The journal of finance : the journal of the American Finance Association
31
Journal of econometrics
30
The North American journal of economics and finance : a journal of financial economics studies
28
Applied economics
27
Economics letters
25
Pacific-Basin finance journal
22
Economic modelling
21
International journal of theoretical and applied finance
20
Journal of financial and quantitative analysis : JFQA
20
Discussion paper / Centre for Economic Policy Research
19
Journal of international financial markets, institutions & money
19
Journal of monetary economics
19
The European journal of finance
18
Annals of finance
17
Journal of risk and financial management : JRFM
17
Research in international business and finance
17
Applied financial economics
16
Discussion papers / CEPR
16
Quantitative finance
16
Working paper
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Research paper series / Swiss Finance Institute
15
Journal of economic theory
14
Journal of financial markets
14
Mathematics and financial economics
14
Review of quantitative finance and accounting
14
Energy economics
13
Journal of international money and finance
13
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ECONIS (ZBW)
3,425
RePEc
42
EconStor
13
BASE
1
Showing
1
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10
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date (newest first)
date (oldest first)
1
Time-varying market price of
risk
and investor sentiment : evidence from a multivariate
GARCH
model
Johnk, David W.
;
Soydemir, Gökçe A.
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10011333691
Saved in:
2
Is there a positive
risk
-return tradeoff? : a forward-looking approach to measuring the equity premium
Koutmos, Dimitrios
- In:
European financial management : the journal of the …
21
(
2015
)
5
,
pp. 974-1013
Persistent link: https://www.econbiz.de/10011408549
Saved in:
3
Forecasting
volatility
and the
risk
-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
Saved in:
4
The effectiveness of Value-at-
Risk
models in various
volatility
regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
5
Systematic
risk
and
volatility
skew
Tzang, Shyh-Weir
;
Wang, Chou-Wen
;
Yu, Min-Teh
- In:
International review of economics & finance : IREF
43
(
2016
),
pp. 72-87
Persistent link: https://www.econbiz.de/10011625535
Saved in:
6
Is idiosyncratic
volatility
related to returns?evidence from a subset of firms with quality idiosyncratic
volatility
estimates
Bergbrant, Mikael
;
Kassa, Haimanot
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Saved in:
7
Learning and index option returns
Bernales, Alejandro
;
Cortazar, Gonzalo
;
Salamunic, Luka
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 327-339
Persistent link: https://www.econbiz.de/10012262478
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying
risk
exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
9
Macroeconomic factors strike back : a Bayesian change-point model of time-varying
risk
exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
10
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
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