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Volatility
Theorie
628,153
Theory
613,251
Schätzung
131,177
Estimation
125,045
USA
62,524
United States
60,490
Risk
45,271
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21,454
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CAPM
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17,202
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16,901
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Gupta, Rangan
188
McAleer, Michael
171
Bollerslev, Tim
119
Caporale, Guglielmo Maria
109
Diebold, Francis X.
92
Pierdzioch, Christian
82
Andersen, Torben
69
Bouri, Elie
69
Bekaert, Geert
63
Koopman, Siem Jan
59
Ma, Feng
56
Todorov, Viktor
55
Lux, Thomas
54
Chang, Chia-Lin
53
Caporin, Massimiliano
52
Härdle, Wolfgang
50
Hautsch, Nikolaus
46
Engle, Robert F.
44
Gil-Alaña, Luis A.
44
Spagnolo, Nicola
44
Wohar, Mark E.
44
Asai, Manabu
43
Herwartz, Helmut
43
Hammoudeh, Shawkat
42
Chiarella, Carl
40
Christoffersen, Peter F.
40
McMillan, David G.
40
Tiwari, Aviral Kumar
40
Mensi, Walid
38
Mumtaz, Haroon
38
Balcilar, Mehmet
37
Kang, Sang Hoon
36
Wang, Yudong
36
Aizenman, Joshua
35
Demirer, Rıza
35
Hafner, Christian M.
35
Bahmani-Oskooee, Mohsen
34
Bali, Turan G.
34
Fernández-Villaverde, Jesús
34
Ghysels, Eric
34
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National Bureau of Economic Research
301
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20
Ekonomiska forskningsinstitutet <Stockholm>
9
European University Institute / Department of Economics
9
Centre for Analytical Finance <Århus>
8
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
7
Federal Reserve Bank of St. Louis
7
Institut für Weltwirtschaft
7
Rodney L. White Center for Financial Research
7
Svenska Handelshögskolan <Helsinki>
7
University of Canterbury / Dept. of Economics and Finance
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International Monetary Fund
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Internationaler Währungsfonds / Research Department
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Birkbeck College / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
4
Instituto Valenciano de Investigaciones Económicas
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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World Bank
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Center for Economic Research <Tilburg>
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Centre for Economic Policy Research
3
Centre for Growth and Business Cycle Research <Manchester>
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Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
Springer Fachmedien Wiesbaden
3
Australian National University / Faculty of Economics and Commerce
2
Brown University / Department of Economics
2
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
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Finance research letters
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Energy economics
331
NBER working paper series
293
Working paper / National Bureau of Economic Research, Inc.
288
NBER Working Paper
259
International review of financial analysis
252
Journal of econometrics
238
International review of economics & finance : IREF
231
Journal of banking & finance
229
Applied economics
224
Economic modelling
221
The North American journal of economics and finance : a journal of financial economics studies
204
Journal of empirical finance
186
Economics letters
178
Research in international business and finance
167
Working paper
161
Applied economics letters
159
Journal of financial economics
151
Applied financial economics
149
Discussion paper / Centre for Economic Policy Research
148
Journal of international money and finance
148
Journal of international financial markets, institutions & money
143
Discussion paper / Tinbergen Institute
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
The journal of futures markets
120
Journal of risk and financial management : JRFM
117
International journal of forecasting
113
The European journal of finance
113
Journal of economic dynamics & control
110
CESifo working papers
105
International journal of theoretical and applied finance
103
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
101
International journal of finance & economics : IJFE
96
Pacific-Basin finance journal
96
The review of financial studies
91
Quantitative finance
89
Journal of forecasting
86
Research paper series / Swiss Finance Institute
84
The journal of finance : the journal of the American Finance Association
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
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Source
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ECONIS (ZBW)
22,379
RePEc
25
EconStor
23
Other ZBW resources
6
BASE
1
ArchiDok
1
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1
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10
of
22,435
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date (newest first)
date (oldest first)
1
Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis
- In:
The journal of asset management
15
(
2014
)
3
,
pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
Saved in:
2
On portfolio frictions, asset returns and volatility
Eyquem, Aurélien
;
Poilly, Céline
;
Belianska, Anna
- In:
European economic review : EER
160
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014461518
Saved in:
3
The
risk
-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
4
Leisure and long-run risks : an empirical evaluation on value premium puzzle
Zhang, Xiang
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012664492
Saved in:
5
Financial assets, expected return and
risk
, speculation, uncertainty, and exchange rate determination
Kallianiotis, Ioannis N.
;
Bianchi, Karen
;
Arize, …
- In:
European research studies
23
(
2020
)
3
,
pp. 3-30
Persistent link: https://www.econbiz.de/10012286910
Saved in:
6
Risk
and return of a trend-chasing application in financial markets: an empirical test
Ilomäki, Jukka
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
3
,
pp. 258-272
Persistent link: https://www.econbiz.de/10011885978
Saved in:
7
Asymmetric jump beta
estimation
with implications for portfolio
risk
management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
8
How to choose the return model for market
risk
? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
9
Short-run
risk
, business cycle, and the value premium
He, Yunhao
;
Leippold, Markus
- In:
Journal of economic dynamics & control
120
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
Saved in:
10
Efficient
estimation
of high-dimensional dynamic covariance by
risk
factor mapping : applications for financial
risk
management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
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