//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The value premium and time-var...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
40,827
Volatilität
40,559
Kapitaleinkommen
39,287
Capital income
39,187
Theorie
24,716
Theory
24,368
Börsenkurs
22,033
Share price
21,851
CAPM
18,989
Schätzung
16,095
Estimation
15,851
Aktienmarkt
12,963
Stock market
12,844
Portfolio-Management
10,600
Portfolio selection
10,562
ARCH-Modell
10,547
ARCH model
10,366
USA
10,124
United States
9,913
Prognoseverfahren
7,804
Forecasting model
7,731
Welt
7,550
World
7,440
Risk
6,085
Risiko
5,999
Risikoprämie
5,569
Risk premium
5,531
Anlageverhalten
5,419
Behavioural finance
5,381
Wechselkurs
5,255
Exchange rate
5,148
Optionspreistheorie
5,029
Zeitreihenanalyse
4,962
Option pricing theory
4,950
Time series analysis
4,854
Stochastischer Prozess
4,465
Stochastic process
4,394
Finanzmarkt
4,120
Financial market
4,045
Ankündigungseffekt
3,125
more ...
less ...
Online availability
All
Free
35,381
Undetermined
21,240
Type of publication
All
Article
50,470
Book / Working Paper
42,004
Other
59
Journal
32
Type of publication (narrower categories)
All
Article in journal
46,388
Aufsatz in Zeitschrift
46,388
Working Paper
15,013
Graue Literatur
14,450
Non-commercial literature
14,450
Arbeitspapier
13,860
Aufsatz im Buch
2,404
Book section
2,404
Hochschulschrift
1,823
Thesis
1,504
Collection of articles written by one author
461
Sammlung
461
Collection of articles of several authors
323
Sammelwerk
323
Conference paper
242
Konferenzbeitrag
242
Article
214
Bibliografie enthalten
207
Bibliography included
207
Aufsatzsammlung
161
Lehrbuch
148
Textbook
135
Systematic review
107
Übersichtsarbeit
107
Konferenzschrift
103
Dissertation u.a. Prüfungsschriften
97
research-article
93
Amtsdruckschrift
71
Government document
71
Forschungsbericht
67
Conference proceedings
55
Case study
46
Fallstudie
46
Glossar enthalten
42
Glossary included
42
Reprint
38
Rezension
34
Handbook
31
Handbuch
31
Mehrbändiges Werk
27
more ...
less ...
Language
All
English
88,092
Undetermined
2,235
German
1,525
Spanish
239
French
223
Italian
85
Portuguese
62
Polish
37
Czech
18
Swedish
14
Dutch
13
Danish
12
Russian
11
Romanian
6
Hungarian
5
Norwegian
5
Bulgarian
3
Serbian
3
Afrikaans
2
Turkish
2
Chinese
2
Bosnian
1
Croatian
1
Lithuanian
1
Slovak
1
Slovenian
1
more ...
less ...
Author
All
McAleer, Michael
475
Gupta, Rangan
326
Caporale, Guglielmo Maria
323
Diebold, Francis X.
181
Bollerslev, Tim
180
Bekaert, Geert
173
Campbell, John Y.
173
Zaremba, Adam
173
Chang, Chia-Lin
163
Engle, Robert F.
152
Pierdzioch, Christian
152
McMillan, David G.
150
Fabozzi, Frank J.
140
Bali, Turan G.
138
Bouri, Elie
136
Zhang, Lu
127
Faff, Robert W.
124
Harvey, Campbell R.
124
Aizenman, Joshua
113
Caporin, Massimiliano
110
Spagnolo, Nicola
110
Stambaugh, Robert F.
110
Andersen, Torben
109
Narayan, Paresh Kumar
109
Härdle, Wolfgang
108
Ma, Feng
108
Wohar, Mark E.
108
Zhou, Guofu
108
Hafner, Christian M.
105
Hammoudeh, Shawkat
103
Guidolin, Massimo
102
Tiwari, Aviral Kumar
101
Timmermann, Allan
100
Koopman, Siem Jan
99
Chiarella, Carl
97
Ang, Andrew
96
Gil-Alaña, Luis A.
96
Hautsch, Nikolaus
94
Ferson, Wayne E.
92
Ghysels, Eric
92
more ...
less ...
Institution
All
National Bureau of Economic Research
1,298
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
213
C.E.P.R. Discussion Papers
64
International Monetary Fund (IMF)
54
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
EconWPA
40
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
35
Centre for Analytical Finance <Århus>
34
HAL
33
Ekonomiska forskningsinstitutet <Stockholm>
32
Rodney L. White Center for Financial Research
28
Université Paris-Dauphine (Paris IX)
27
Federal Reserve Bank of St. Louis
26
International Monetary Fund
26
Agricultural and Applied Economics Association - AAEA
22
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
World Bank
21
Svenska Handelshögskolan <Helsinki>
19
CESifo
18
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
18
Chambre de commerce et d'industrie de Paris
18
Institute of Finance and Accounting <London>
18
Society for Computational Economics - SCE
18
University of Canterbury / Dept. of Economics and Finance
18
European University Institute / Department of Economics
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
University of Chicago / Center for Research in Security Prices
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Erasmus Research Institute of Management
14
Federal Reserve System / Division of Research and Statistics
14
Instituto Valenciano de Investigaciones Económicas
14
Econometrisch Instituut <Rotterdam>
13
European Association of Agricultural Economists - EAAE
13
Federal Reserve System / Board of Governors
13
Institut für Weltwirtschaft
13
Internationaler Währungsfonds / Research Department
13
OECD
13
Springer Fachmedien Wiesbaden
13
more ...
less ...
Published in...
All
NBER working paper series
1,272
Working paper / National Bureau of Economic Research, Inc.
1,186
Finance research letters
1,162
Journal of banking & finance
1,040
NBER Working Paper
988
International review of financial analysis
883
Energy economics
768
Journal of financial economics
720
Applied economics
706
International review of economics & finance : IREF
667
The journal of finance : the journal of the American Finance Association
651
Journal of empirical finance
644
Applied financial economics
619
Economic modelling
556
The review of financial studies
540
The North American journal of economics and finance : a journal of financial economics studies
530
Pacific-Basin finance journal
529
Applied economics letters
526
Economics letters
517
The journal of futures markets
512
Journal of econometrics
510
Research in international business and finance
496
Journal of international financial markets, institutions & money
490
Discussion paper / Centre for Economic Policy Research
473
The European journal of finance
429
Working paper
427
Journal of financial and quantitative analysis : JFQA
416
Journal of international money and finance
412
Review of quantitative finance and accounting
386
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
372
Journal of economic dynamics & control
371
International journal of theoretical and applied finance
346
Journal of risk and financial management : JRFM
340
Discussion paper / Tinbergen Institute
310
Research paper series / Swiss Finance Institute
303
CESifo working papers
295
Management science : journal of the Institute for Operations Research and the Management Sciences
293
Quantitative finance
286
International journal of economics and finance
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
276
more ...
less ...
Source
All
ECONIS (ZBW)
87,842
RePEc
2,679
EconStor
1,386
USB Cologne (EcoSocSci)
237
USB Cologne (business full texts)
152
BASE
127
Other ZBW resources
109
OLC EcoSci
30
ArchiDok
3
more ...
less ...
Showing
1
-
10
of
92,565
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
2
The modelling of stock returns conditionally to the classes of
volatility
of the French market
Ellouz, Siwar
- In:
International journal of managerial and financial accounting
1
(
2008/09
)
3
,
pp. 248-267
Persistent link: https://www.econbiz.de/10003863694
Saved in:
3
Pricing kernels with coskewness and
volatility
risk
Chabi-Yo, Fousseni
-
2008
-
This version : December 1, 2008
Persistent link: https://www.econbiz.de/10003819936
Saved in:
4
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
5
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
6
Stock returns and
volatility
: pricing the short-run and long-run components of market risk
Adrian, Tobias
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003382961
Saved in:
7
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:
8
Persistence of ex-ante
volatility
and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
Saved in:
9
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 28-38
Persistent link: https://www.econbiz.de/10010531290
Saved in:
10
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique
;
Floros, Christos
;
Aragó Manzana, Vicent
- In:
Journal of empirical finance
28
(
2014
),
pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->