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~subject:"Risikoprämie"
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Risikoprämie
Schätztheorie
35,638
Estimation theory
35,013
Theorie
30,136
Zeitreihenanalyse
29,502
Theory
29,418
Time series analysis
28,417
CAPM
18,852
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12,778
Estimation
12,564
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Kapitaleinkommen
7,214
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7,195
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6,076
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5,992
USA
5,753
Volatilität
5,634
United States
5,592
Volatility
5,556
Portfolio-Management
4,850
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4,810
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4,591
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4,563
Nichtparametrisches Verfahren
3,978
Nonparametric statistics
3,851
Risk premium
3,325
Aktienmarkt
2,823
Risk
2,805
Stock market
2,772
Kointegration
2,770
Risiko
2,767
Cointegration
2,726
ARCH-Modell
2,707
ARCH model
2,661
Stochastischer Prozess
2,651
Stochastic process
2,588
Statistischer Test
2,499
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2,423
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2,420
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1,314
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Zaremba, Adam
30
Bansal, Ravi
28
Bekaert, Geert
19
Bali, Turan G.
18
Lustig, Hanno
18
Damodaran, Aswath
17
Robotti, Cesare
17
Yaron, Amir
16
Bollerslev, Tim
13
Campbell, John Y.
13
Christiano, Lawrence J.
13
Gagliardini, Patrick
13
Guo, Hui
13
Kiku, Dana
13
Lettau, Martin
13
Nitschka, Thomas
13
Cakici, Nusret
12
Gouriéroux, Christian
12
Shaliastovich, Ivan
12
Aase, Knut K.
11
Bernoth, Kerstin
11
Fisher, Jonas D. M.
11
Harvey, Campbell R.
11
Jacobs, Kris
11
Julliard, Christian
11
Kan, Raymond
11
Mehra, Rajnish
11
Tauchen, George Eugene
11
Chabi-Yo, Fousseni
10
Driessen, Joost
10
Fabozzi, Frank J.
10
Grammig, Joachim
10
Hodrick, Robert J.
10
McCurdy, Thomas H.
10
Parker, Jonathan A.
10
Santos, Tano
10
Yogo, Motohiro
10
Zechner, Josef
10
Brennan, Michael J.
9
Christensen, Jens H. E.
9
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National Bureau of Economic Research
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Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of St. Louis
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Stanford Institute for Economic Policy Research
2
University of Chicago / Center for Research in Security Prices
2
University of Hong Kong / School of Economics and Finance
2
Universiṭat Bar-Ilan / Department of Economics
2
Association for Investment Management and Research
1
Australian National University
1
Bank of England / Monetary Analysis Division
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Eberhard Karls Universität Tübingen
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachhochschule Jena / Fachbereich Betriebswirtschaft
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Fisher Center for Real Estate and Urban Economics <Berkeley, Calif.>
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Institut für Höhere Studien
1
Institute of Finance and Accounting <London>
1
Institutet för Internationell Ekonomi <Stockholm>
1
Nationalekonomiska Institutionen <Lund>
1
Rodney L. White Center for Financial Research
1
Social Systems Research Institute
1
Springer International Publishing
1
University of British Columbia / Finance Division
1
University of Cambridge / Department of Applied 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
University of York / Department of Economics and Related Studies
1
Universität Bremen
1
Verlag Dr. Kovač
1
École des Hautes Études Commerciales <Lausanne>
1
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Journal of financial economics
110
NBER working paper series
78
Journal of banking & finance
75
Working paper / National Bureau of Economic Research, Inc.
62
NBER Working Paper
52
Finance research letters
50
Journal of empirical finance
44
The review of financial studies
38
International review of economics & finance : IREF
36
International review of financial analysis
36
Journal of economic dynamics & control
35
Journal of international money and finance
31
The journal of finance : the journal of the American Finance Association
29
Research paper series / Swiss Finance Institute
27
The North American journal of economics and finance : a journal of financial economics studies
27
Economics letters
25
Discussion papers / CEPR
23
Economic modelling
23
Journal of monetary economics
23
Journal of international financial markets, institutions & money
21
Working paper
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Applied economics
19
Discussion paper / Centre for Economic Policy Research
19
Pacific-Basin finance journal
19
CESifo working papers
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Review of finance : journal of the European Finance Association
17
Review of quantitative finance and accounting
17
Journal of econometrics
16
Journal of political economy
16
Applied financial economics
15
Journal of financial and quantitative analysis : JFQA
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Finance and economics discussion series
14
Journal of financial markets
14
Staff reports / Federal Reserve Bank of New York
14
Swiss Finance Institute Research Paper
14
The journal of asset management
14
International journal of theoretical and applied finance
13
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ECONIS (ZBW)
3,319
EconStor
17
USB Cologne (EcoSocSci)
2
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1
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
2
Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R.
- In:
The financial review : the official publication of the …
28
(
1993
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Estimating C-
CAPM
and the equity premium over the frequency domain
Kalyvitēs, Sarantēs
;
Panopulu, Aikaterinē
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
5
,
pp. 551-571
Persistent link: https://www.econbiz.de/10010228554
Saved in:
5
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
6
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
7
Monetary policy regimes : implications for the yield curve and bond pricing
Filipova, Kameliya
;
Audrino, Francesco
;
De Giorgi, Enrico
- In:
Journal of financial economics
113
(
2014
)
3
,
pp. 427-454
Persistent link: https://www.econbiz.de/10010495817
Saved in:
8
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
-
2015
-
This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
Saved in:
9
The bias in two-pass regression tests of asset-pricing models in presence of idiosyncratic errors with cross-sectional dependence
Gramespacher, Thomas
;
Bänziger, Armin
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
2
,
pp. 1950012-1-1950012-17
Persistent link: https://www.econbiz.de/10012139945
Saved in:
10
Macro-finance decoupling : robust evaluations of macro asset pricing Models
Cheng, Xu
;
Dou, Winston Wei
;
Liao, Zhipeng
-
2020
Persistent link: https://www.econbiz.de/10012299129
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