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Kapitalmarktrendite
Risikoprämie
44
Risk premium
44
Theorie
41
Theory
41
Capital income
31
Kapitaleinkommen
31
Yield curve
29
Zinsstruktur
29
Risiko
27
Risk
27
Option pricing theory
24
Optionspreistheorie
24
CAPM
23
Estimation
19
Forecasting model
18
Prognoseverfahren
18
Schätzung
18
Volatility
18
Volatilität
18
Börsenkurs
13
Estimation theory
13
Portfolio selection
13
Portfolio-Management
13
Schätztheorie
13
Share price
13
Brasilien
12
Brazil
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Risikomaß
11
Risk measure
11
Hedge fund
8
Hedgefonds
8
Capital market returns
7
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Index futures
6
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5
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English
7
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Almeida, Caio
7
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
3
Camponovo, Lorenzo
2
Dobrev, Dobrislav
2
Scaillet, Olivier
2
Schaumburg, Ernst
2
Trojani, Fabio
2
Vicente, José Valentim Machado
2
Bali, Turan G.
1
Fang, Elaine
1
Jacobs, Kris
1
Ricca, Bernardo
1
Tessari, Cristina
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Research paper series / Swiss Finance Institute
1
Revista Brasileira de Finanças : RBFin
1
Swiss Finance Institute Research Paper
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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ECONIS (ZBW)
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, …
-
2016
Persistent link: https://www.econbiz.de/10011458735
Saved in:
2
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
3
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
4
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
5
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. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
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:
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