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CAPM
Volatility
40,917
Volatilität
40,649
Kapitaleinkommen
39,391
Capital income
39,291
Theorie
32,526
Theory
31,898
Börsenkurs
21,500
Share price
21,296
Schätzung
17,343
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17,033
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16,770
Optionspreistheorie
14,810
Option pricing theory
14,351
Aktienmarkt
12,746
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12,646
Risikoprämie
12,426
Risk premium
12,294
USA
11,384
United States
11,126
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11,084
Portfolio selection
11,023
Welt
8,445
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8,373
World
8,315
Forecasting model
8,283
ARCH-Modell
7,543
ARCH model
7,453
Correlation
6,960
Risk
6,892
Risiko
6,836
Korrelation
6,819
Wechselkurs
5,951
Exchange rate
5,835
Zeitreihenanalyse
5,520
Time series analysis
5,383
Anlageverhalten
5,283
Behavioural finance
5,246
Zinsstruktur
4,817
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3,226
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4,659
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3,930
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14
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Zaremba, Adam
82
Bekaert, Geert
46
Cakici, Nusret
44
Harvey, Campbell R.
39
Stambaugh, Robert F.
37
Bali, Turan G.
35
Guo, Hui
34
Campbell, John Y.
32
Zhou, Guofu
30
Lettau, Martin
29
Ferson, Wayne E.
28
Fabozzi, Frank J.
27
Bansal, Ravi
26
Jacobs, Kris
26
Zhang, Lu
26
Jagannathan, Ravi
24
Hull, John
23
Kelly, Bryan T.
23
Madan, Dilip B.
23
Lustig, Hanno
22
Pesaran, M. Hashem
21
Sehgal, Sanjay
20
He, Xue-zhong
19
Lee, Cheng F.
19
Zin, Stanley E.
19
Chabi-Yo, Fousseni
18
Cochrane, John H.
18
Engstrom, Eric
18
Grammig, Joachim
18
Guidolin, Massimo
18
Hodrick, Robert J.
18
Kogan, Leonid
18
Nitschka, Thomas
18
Veeraraghavan, Madhu
18
Brennan, Michael J.
17
Damodaran, Aswath
17
Drew, Michael E.
17
Fletcher, Jonathan
17
Santos, Tano
17
Schlag, Christian
17
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Federal Reserve Bank of St. Louis
8
Chambre de commerce et d'industrie de Paris
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Erasmus Research Institute of Management
4
Rodney L. White Center for Financial Research
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University of Chicago / Center for Research in Security Prices
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Deutsche Forschungsgemeinschaft
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Ekonomiska forskningsinstitutet <Stockholm>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Svenska Handelshögskolan <Helsinki>
3
University of Hong Kong / School of Economics and Finance
3
Bank of England / Monetary Analysis Division
2
Federal Reserve System / Division of Research and Statistics
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Instituto Valenciano de Investigaciones Económicas
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International Centre for Economic Research (ICER)
2
MASTER CONSULTORES
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Social Systems Research Institute
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Stanford Institute for Economic Policy Research
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University of British Columbia / Finance Division
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Associazione Operatori Bancari in Titoli
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Australian National University
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Bank of Canada
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Cambridge University Press
1
Carleton University / Department of Economics
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
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Journal of financial economics
203
NBER working paper series
178
Working paper / National Bureau of Economic Research, Inc.
156
Journal of banking & finance
147
Finance research letters
136
NBER Working Paper
133
The journal of finance : the journal of the American Finance Association
100
Journal of empirical finance
99
The review of financial studies
87
International review of financial analysis
83
Journal of economic dynamics & control
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Pacific-Basin finance journal
66
International review of economics & finance : IREF
65
Applied economics
60
The North American journal of economics and finance : a journal of financial economics studies
58
Research paper series / Swiss Finance Institute
57
International journal of theoretical and applied finance
54
The European journal of finance
54
Economics letters
51
Journal of international financial markets, institutions & money
51
Journal of financial and quantitative analysis : JFQA
50
Journal of econometrics
45
Economic modelling
44
Journal of international money and finance
43
Review of quantitative finance and accounting
42
Journal of monetary economics
41
Working paper
40
Applied financial economics
39
Discussion paper / Centre for Economic Policy Research
36
Quantitative finance
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Discussion papers / CEPR
35
Research in international business and finance
35
Journal of risk and financial management : JRFM
34
Swiss Finance Institute Research Paper
33
Journal of investment management : JOIM
31
The journal of asset management
31
Annals of finance
30
Finance and economics discussion series
30
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ECONIS (ZBW)
8,544
EconStor
30
RePEc
25
OLC EcoSci
4
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1
The risk premia embedded in index options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Saved in:
2
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
3
Price and
volatility
co-jumps
Bandi, F. M.
;
Renò, Roberto
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 107-146
Persistent link: https://www.econbiz.de/10011589735
Saved in:
4
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
5
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
6
Do foreign exchange return regressions convey useful information on return predictability?
Moon, Seongman
;
Velasco, Carlos
- In:
Revista de economía aplicada : REA
25
(
2017
)
73
,
pp. 5-19
Persistent link: https://www.econbiz.de/10012261655
Saved in:
7
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
8
Understanding foreign exchange option returns : the information content of
volatility
Kermiche, Lamya
;
Dupuy, Philippe
- In:
The journal of applied business research
32
(
2016
)
2
,
pp. 439-448
Persistent link: https://www.econbiz.de/10011500530
Saved in:
9
Pricing CDOs with a smile : the local
correlation
model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
10
Stochastic
correlation
and
volatility
mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
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