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Capital income
USA
330,308
United States
291,717
Theorie
69,745
Theory
68,859
Bank
65,258
Portfolio-Management
44,317
Portfolio selection
43,972
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22,203
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11,058
Börsenkurs
11,042
Share price
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10,803
Vereinigte Staaten
9,420
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8,123
Vergleich
8,070
Behavioural finance
7,964
Wirkungsanalyse
7,949
Kreditrisiko
7,891
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7,748
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7,691
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Gupta, Rangan
61
Guidolin, Massimo
43
Campbell, John Y.
42
Zaremba, Adam
41
Caporale, Guglielmo Maria
40
Bali, Turan G.
36
Ang, Andrew
35
Titman, Sheridan
34
Bekaert, Geert
31
Timmermann, Allan
31
Guirguis, Michel
30
McAleer, Michael
30
Ferson, Wayne E.
28
Lakonishok, Josef
28
Moskowitz, Tobias J.
27
Poterba, James M.
27
Warnock, Francis E.
27
Grobys, Klaus
26
Lo, Andrew W.
26
Diebold, Francis X.
25
Stambaugh, Robert F.
25
Zhang, Lu
25
Harvey, Campbell R.
24
Jondeau, Eric
23
Zhou, Guofu
23
Fabozzi, Frank J.
22
Goetzmann, William N.
22
Guo, Hui
22
Plastun, Alex
22
Satchell, Stephen
22
Hoesli, Martin
21
Ludvigson, Sydney C.
21
Nieuwerburgh, Stijn van
21
Pedersen, Lasse Heje
21
Santa-Clara, Pedro
21
Curcuru, Stephanie E.
20
Fama, Eugene F.
20
Jegadeesh, Narasimhan
20
Lamont, Owen A.
20
Wermers, Russ
20
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
13
Federal Reserve Bank of St. Louis
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University of Chicago / Center for Research in Security Prices
9
Erasmus Research Institute of Management
5
The Wharton Financial Institutions Center
4
Center for Economic Research <Tilburg>
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Federal Reserve Bank of San Francisco
3
University of Canterbury / Dept. of Economics and Finance
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Birkbeck College / Department of Economics
2
Federal Reserve Bank of Cleveland
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Federal Reserve System / Division of Research and Statistics
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Gottfried Wilhelm Leibniz Universität Hannover
2
Harvard Institute of Economic Research
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INSEAD-Wharton Alliance Center for Global Research & Development
2
Judge Institute of Management Studies
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Pensions Institute
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University of Exeter / Department of Economics
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Universität Mannheim
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Universität Zürich / Institut für Schweizerisches Bankwesen
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Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
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American Enterprise Institute for Public Policy Research
1
American Finance Association
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American Management Association / Finance Division
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Association for Investment Management and Research
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Banca nazionale del lavoro / Ufficio scenari economici
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Banca nazionale del lavoro / Ufficio studi
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bank of England
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Boston College / Department of Economics
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Bureau of Economic and Business Research <Champaign, Ill.>
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Business Information Centre <Toronto>
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Cambridge-Maastricht Symposium <2, 2001, Cambridge>
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Cambridge-Maastricht Symposium <4, 2003, Cambridge>
1
Centre for Analytical Finance <Århus>
1
Centre for Economic Policy Research
1
Centre for European Economic Studies <Leicester>
1
Centre for New and Emerging Markets <London>
1
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Working paper / National Bureau of Economic Research, Inc.
311
The journal of finance : the journal of the American Finance Association
265
The review of financial studies
215
Journal of banking & finance
214
Journal of financial economics
202
Finance research letters
178
International review of financial analysis
162
Journal of empirical finance
139
Journal of financial and quantitative analysis : JFQA
137
NBER working paper series
114
The journal of real estate finance and economics
106
Applied financial economics
104
The North American journal of economics and finance : a journal of financial economics studies
98
International review of economics & finance : IREF
97
Pacific-Basin finance journal
93
Review of quantitative finance and accounting
93
Applied economics
91
The journal of asset management
87
Applied economics letters
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
The European journal of finance
81
Research in international business and finance
79
Journal of international financial markets, institutions & money
78
NBER Working Paper
74
The journal of portfolio management : a publication of Institutional Investor
71
Discussion paper / Centre for Economic Policy Research
68
Economics letters
62
Journal of risk and financial management : JRFM
62
Research paper series / Swiss Finance Institute
61
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The financial review : the official publication of the Eastern Finance Association
56
Journal of economics and finance
55
The journal of business : B
55
Energy economics
53
Journal of financial markets
53
Finance and economics discussion series
52
Financial markets and portfolio management
51
The journal of investing
49
Investment management and financial innovations
48
Journal of economics & business
48
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ECONIS (ZBW)
12,560
EconStor
1
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1
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1
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
2
Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
3
CAViaR: conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
4
,
pp. 367-381
Persistent link: https://www.econbiz.de/10002372839
Saved in:
4
CAViaR : conditional autoregressive value at risk by regression quantiles
Engle, Robert F.
;
Manganelli, Simone
-
1999
Persistent link: https://www.econbiz.de/10001441337
Saved in:
5
International equity portfolio risk modeling : the case of the NIG model and ordinary copula functions
Kresta, Aleš
;
Tichý, Tomáš
- In:
Finance a úvěr
62
(
2012
)
2
,
pp. 141-161
Persistent link: https://www.econbiz.de/10009740501
Saved in:
6
Value at risk estimation for heavy tailed distributions
Gammoudi, Imed
;
BelKacem, Lotfi
;
El Ghourabi, Mohamed
- In:
The international journal of business and finance …
8
(
2014
)
3
,
pp. 109-125
Persistent link: https://www.econbiz.de/10010241908
Saved in:
7
Correlation surprise
Kinlaw, Will
;
Turkington, David
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 385-399
Persistent link: https://www.econbiz.de/10010258478
Saved in:
8
Sovereign credit ratings, market volatility, and financial gains
Afonso, António
;
Gomes, Pedro
;
Taamouti, Abderrahim
-
2014
Persistent link: https://www.econbiz.de/10011554962
Saved in:
9
A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy
;
Mwangi, Patrick
;
Panulo, Barry
; …
- In:
Risk management : a journal of risk, crisis and disaster
18
(
2016
)
2/3
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011537385
Saved in:
10
Global risk evolution and diversification : a Copula-DCC-GARCH model approach
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Revista Brasileira de Finanças : RBFin
10
(
2012
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10010412236
Saved in:
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