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Kapitaleinkommen
CAPM
18,903
Theorie
16,942
Theory
16,745
Optionspreistheorie
14,731
Option pricing theory
14,273
Markov chain
7,824
Markov-Kette
7,537
Volatilität
6,614
Volatility
6,540
Capital income
5,895
Schätzung
5,394
Estimation
5,341
Portfolio-Management
5,052
Portfolio selection
5,028
Börsenkurs
4,626
Share price
4,595
Stochastischer Prozess
4,323
Stochastic process
4,269
Risikoprämie
3,512
Risk premium
3,496
Rohstoffpreis
3,419
Commodity price
3,250
USA
3,052
United States
3,000
Optionsgeschäft
2,911
Option trading
2,892
Derivat
2,883
Derivative
2,881
Risk
2,837
Risiko
2,827
Welt
2,401
World
2,343
Aktienmarkt
2,112
Stock market
2,071
Prognoseverfahren
1,854
Forecasting model
1,838
Zinsstruktur
1,753
Yield curve
1,739
Hedging
1,652
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Free
2,195
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1,785
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Article
3,427
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2,482
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Article in journal
3,316
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3,316
Graue Literatur
861
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800
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786
Hochschulschrift
149
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116
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97
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97
Collection of articles written by one author
56
Sammlung
56
Conference paper
17
Konferenzbeitrag
17
Bibliografie enthalten
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Bibliography included
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12
Collection of articles of several authors
11
Sammelwerk
11
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7
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7
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5
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3
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3
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1
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English
5,853
German
43
French
6
Italian
3
Spanish
3
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Polish
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Zaremba, Adam
84
Cakici, Nusret
43
Stambaugh, Robert F.
37
Harvey, Campbell R.
35
Bali, Turan G.
32
Bekaert, Geert
31
Guo, Hui
27
Ferson, Wayne E.
26
Zhang, Lu
25
Zhou, Guofu
25
Jacobs, Kris
22
Sehgal, Sanjay
22
Kelly, Bryan T.
19
Engstrom, Eric
17
Fletcher, Jonathan
17
Guidolin, Massimo
17
Madan, Dilip B.
17
Schlag, Christian
17
Goyal, Amit
16
Jagannathan, Ravi
16
Lettau, Martin
16
Nitschka, Thomas
16
Prokopczuk, Marcel
16
Pástor, Ľuboš
16
Campbell, John Y.
15
Chernov, Mikhail
15
Fabozzi, Frank J.
15
Kogan, Leonid
15
Long, Huaigang
15
Christoffersen, Peter F.
14
Reeves, Jonathan J.
14
Santa-Clara, Pedro
14
Timmermann, Allan
14
Veeraraghavan, Madhu
14
Ang, Andrew
13
Cochrane, John H.
13
Drew, Michael E.
13
Heston, Steven L.
13
Hodrick, Robert J.
13
Pesaran, M. Hashem
13
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National Bureau of Economic Research
112
Federal Reserve Bank of St. Louis
4
University of Chicago / Center for Research in Security Prices
4
Rodney L. White Center for Financial Research
3
Svenska Handelshögskolan <Helsinki>
3
Chambre de commerce et d'industrie de Paris
2
Erasmus Research Institute of Management
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Hong Kong / School of Economics and Finance
2
Albert-Ludwigs-Universität Freiburg / Betriebswirtschaftliches Seminar
1
American Finance Association
1
Associazione Operatori Bancari in Titoli
1
Bank of England / Monetary Analysis Division
1
Birkbeck College / Department of Economics
1
Boston College / Department of Economics
1
Carleton University / Department of Economics
1
Centre for Quantitative Economics & Computing
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Kansas City / Research Division
1
Friedrich-Schiller-Universität Jena
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Instituto Valenciano de Investigaciones Económicas
1
International Finance Corporation / Economics Dept
1
International Workshop on Financial Engineering <2009, Tokio>
1
Karlsruher Institut für Technologie
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Stanford Institute for Economic Policy Research
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universitetet i Oslo / Økonomisk institutt
1
University of Essex / Department of Economics
1
University of Exeter / Department of Economics
1
University of St Andrews / Centre for Research into Industry, Enterprise, Finance and the Firm
1
University of St Andrews / Department of Economics
1
Universität Bremen
1
Universität Ulm
1
Weltbank / Environment, Infrastructure, and Agriculture Division
1
World Bank / Policy Research Dept / Environment, Infrastructure, and Agriculture Division
1
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Journal of financial economics
151
Finance research letters
114
Journal of banking & finance
113
NBER working paper series
111
Journal of empirical finance
101
Working paper / National Bureau of Economic Research, Inc.
96
NBER Working Paper
85
International review of financial analysis
71
Applied economics
62
The journal of finance : the journal of the American Finance Association
62
Pacific-Basin finance journal
61
Management science : journal of the Institute for Operations Research and the Management Sciences
55
International review of economics & finance : IREF
48
The North American journal of economics and finance : a journal of financial economics studies
46
The review of financial studies
44
Journal of international financial markets, institutions & money
42
Journal of financial and quantitative analysis : JFQA
41
The European journal of finance
38
Review of quantitative finance and accounting
37
Economics letters
35
Research paper series / Swiss Finance Institute
35
Economic modelling
34
Journal of risk and financial management : JRFM
34
Research in international business and finance
34
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
34
Applied financial economics
32
Journal of financial markets
32
Journal of economic dynamics & control
31
Applied economics letters
30
Journal of econometrics
30
International journal of economics and finance
27
The journal of asset management
27
Journal of international money and finance
26
Journal of investment management : JOIM
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Journal of monetary economics
25
Quantitative finance
25
Cogent economics & finance
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
Discussion paper / Centre for Economic Policy Research
22
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ECONIS (ZBW)
5,895
EconStor
14
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1
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1
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
2
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
3
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
4
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
5
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:
6
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
7
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
Saved in:
8
Cliquet-style return guarantees in a regime switching Lévy model
Hieber, Peter
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 138-147
Persistent link: https://www.econbiz.de/10011694412
Saved in:
9
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
Saved in:
10
Policy shifts and Markov-switching in financial markets
Reher, Gerrit
-
2010
Persistent link: https://www.econbiz.de/10009125898
Saved in:
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