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Forecasting model
Theorie
178
Theory
177
Capital income
146
Kapitaleinkommen
146
Volatility
118
Volatilität
115
Börsenkurs
104
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104
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104
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99
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82
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39
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39
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39
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37
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36
Risikomanagement
35
Risk management
33
Capital market returns
30
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English
63
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Engle, Robert F.
33
Bali, Turan G.
30
Cakici, Nusret
10
Kane, Alex
9
Whitelaw, Robert
7
Noh, Jaesun
6
Tang, Yi
6
Gallo, Giampiero M.
5
Brown, Stephen J.
4
Allen, Linda
3
Demirtas, K. Ozgur
3
Wen, Quan
3
Whitelaw, Robert F.
3
Bai, Jennie
2
Beckmeyer, Heiner
2
Caglayan, Mustafa O.
2
Hong, Che-Hsiung
2
Hovakimian, Armen
2
Kelly, Bryan T.
2
Russell, Jeffrey R.
2
Tehranian, Hassan
2
Weigert, Florian
2
Alan, Nazli Sila
1
Almeida, Caio
1
Ardison, Kym
1
Bewley, Ronald A.
1
Bollerslev, Tim
1
Brown, Stephen
1
Brownlees, Christian
1
Brownlees, Christian T.
1
Camponovo, Lorenzo
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
Conrad, Christian
1
Dobrev, Dobrislav
1
Garcia, René
1
Goyal, Amit
1
Granger, C. W. J.
1
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1
Huang, Dashan
1
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Discussion paper / Department of Economics, University of California San Diego
6
Georgetown McDonough School of Business Research Paper
6
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4
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3
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1
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1
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1
Journal of financial and quantitative analysis : JFQA
1
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1
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1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Stern School of Business
1
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1
Review of asset pricing studies
1
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1
Stock Market Volatility, pp. 313-322, March 2009
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of portfolio management : a publication of Institutional Investor
1
The known, the unknown, and the unknowable in financial risk management : measurement and theory advancing practice
1
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1
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ECONIS (ZBW)
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
A generalized extreme value approach to financial risk measurement
Bali, Turan G.
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
7
,
pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
Saved in:
3
How to forecast a crisis
Engle, Robert F.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 1
Persistent link: https://www.econbiz.de/10009520395
Saved in:
4
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
Upside potential of hedge funds as a predictor of future performance
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of banking & finance
98
(
2019
),
pp. 212-229
Persistent link: https://www.econbiz.de/10012162272
Saved in:
6
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
7
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
8
Does systemic risk in the financial sector predict future economic downturns?
Allen, Linda
;
Bali, Turan G.
;
Tang, Yi
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3000-3036
Persistent link: https://www.econbiz.de/10009630178
Saved in:
9
Hybrid tail risk and expected stock returns : when does the tail wag the dog?
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2013
Persistent link: https://www.econbiz.de/10010191590
Saved in:
10
Volatility spreads and expected stock returns
Bali, Turan G.
;
Hovakimian, Armen
- In:
Management science : journal of the Institute for …
55
(
2009
)
11
,
pp. 1797-1812
Persistent link: https://www.econbiz.de/10003909202
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