//--> //--> //--> //-->
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
Abnormal returns, risk, and op...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Schätzung
131,026
Estimation
124,902
Theorie
65,371
Theory
64,021
Risk
44,767
Risiko
44,316
Volatility
40,903
Volatilität
40,635
Kapitaleinkommen
39,373
Capital income
39,273
USA
27,057
United States
25,944
Börsenkurs
24,704
Share price
24,392
Welt
20,930
World
20,213
Deutschland
19,209
Germany
17,182
Portfolio-Management
15,319
Portfolio selection
15,194
Optionspreistheorie
14,803
Aktienmarkt
14,641
Stock market
14,503
Option pricing theory
14,344
Prognoseverfahren
12,574
Forecasting model
12,355
Wirtschaftswachstum
9,846
Economic growth
9,499
Wirkungsanalyse
9,045
CAPM
9,026
Zeitreihenanalyse
8,962
EU-Staaten
8,956
Impact assessment
8,819
Risikomanagement
8,773
Time series analysis
8,723
Schätztheorie
8,670
Risk management
8,550
Estimation theory
8,527
Statistische Verteilung
8,494
EU countries
8,485
more ...
less ...
Online availability
All
Free
107,374
Undetermined
51,852
Type of publication
All
Book / Working Paper
133,799
Article
127,039
Other
128
Journal
96
Type of publication (narrower categories)
All
Article in journal
110,567
Aufsatz in Zeitschrift
110,567
Working Paper
61,290
Graue Literatur
56,151
Non-commercial literature
56,151
Arbeitspapier
53,375
Aufsatz im Buch
9,695
Book section
9,695
Hochschulschrift
7,056
Thesis
5,665
Collection of articles written by one author
1,384
Sammlung
1,384
Collection of articles of several authors
1,019
Sammelwerk
1,019
Conference paper
1,014
Konferenzbeitrag
1,014
Bibliografie enthalten
840
Bibliography included
840
Aufsatzsammlung
641
Article
614
Konferenzschrift
497
research-article
377
Lehrbuch
333
Dissertation u.a. Prüfungsschriften
319
Textbook
307
Amtsdruckschrift
289
Government document
289
Systematic review
269
Übersichtsarbeit
269
Case study
213
Fallstudie
213
Conference proceedings
204
Forschungsbericht
187
Reprint
135
Rezension
98
Research Report
94
Handbook
84
Handbuch
84
Glossar enthalten
82
Glossary included
82
more ...
less ...
Language
All
English
240,894
German
9,154
Undetermined
8,560
French
1,022
Spanish
544
Italian
415
Polish
172
Portuguese
121
Russian
111
Dutch
49
Czech
42
Hungarian
41
Romanian
28
Swedish
26
Lithuanian
18
Danish
17
Norwegian
15
Finnish
14
Croatian
10
Slovak
8
Serbian
8
Turkish
8
Bulgarian
6
Ukrainian
5
Chinese
5
Afrikaans
4
Slovenian
4
Arabic
2
Bosnian
2
Hebrew
2
Indonesian
2
Valencian
1
Modern Greek (1453-)
1
Estonian
1
more ...
less ...
Author
All
Caporale, Guglielmo Maria
641
McAleer, Michael
570
Gupta, Rangan
495
Wagner, Joachim
355
Gil-Alaña, Luis A.
325
Belke, Ansgar
323
Diebold, Francis X.
247
Härdle, Wolfgang
245
Pesaran, M. Hashem
236
Buch, Claudia M.
226
Bahmani-Oskooee, Mohsen
222
Pierdzioch, Christian
221
Chang, Chia-Lin
216
Schneider, Friedrich
214
Narayan, Paresh Kumar
213
Fabozzi, Frank J.
205
Bekaert, Geert
200
Aizenman, Joshua
195
Schnabel, Claus
194
Bollerslev, Tim
192
Heckman, James J.
192
Koopman, Siem Jan
186
Bloom, Nicholas
184
Zaremba, Adam
179
Tiwari, Aviral Kumar
177
Campbell, John Y.
175
Engle, Robert F.
174
Görg, Holger
172
Nunnenkamp, Peter
171
Wohar, Mark E.
170
Herwartz, Helmut
169
Addison, John T.
168
Madan, Dilip B.
161
Bali, Turan G.
159
Woessmann, Ludger
159
Hammoudeh, Shawkat
156
McMillan, David G.
156
Bouri, Elie
154
Fitzenberger, Bernd
154
Hautsch, Nikolaus
153
more ...
less ...
Institution
All
National Bureau of Economic Research
3,743
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
428
Forschungsinstitut zur Zukunft der Arbeit
350
International Monetary Fund (IMF)
182
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
140
Federal Reserve Bank of Chicago
130
OECD
126
C.E.P.R. Discussion Papers
107
HAL
107
Springer Fachmedien Wiesbaden
96
Ekonomiska forskningsinstitutet <Stockholm>
95
Institut für Weltwirtschaft
94
Federal Reserve Bank of New York
86
Tilburg University, Center for Economic Research
83
World Bank
81
Federal Reserve Board (Board of Governors of the Federal Reserve System)
78
Zentrum für Europäische Wirtschaftsforschung
77
EconWPA
72
Department of Agricultural and Resource Economics, University of California-Berkeley
71
Institut für Schweizerisches Bankwesen <Zürich>
65
International Monetary Fund
64
Université Paris-Dauphine (Paris IX)
64
Agricultural and Applied Economics Association - AAEA
57
Federal Reserve Bank of St. Louis
57
World Bank Group
57
Centre for Analytical Finance <Århus>
55
William Davidson Institute <Ann Arbor, Mich.>
55
Federal Reserve Bank of San Francisco
53
Center for Economic Research <Tilburg>
46
Graduate School of Business, Columbia University
46
School of Economics and Management, University of Aarhus
46
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
44
European Association of Agricultural Economists - EAAE
43
Institute for the Study of Labor (IZA)
43
CESifo
41
Deutsches Institut für Wirtschaftsforschung
41
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
40
Internationaler Währungsfonds / Research Department
39
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
38
Verlag Dr. Kovač
38
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
3,845
NBER working paper series
3,686
NBER Working Paper
3,255
Discussion paper series / IZA
3,226
Applied economics
2,362
Discussion paper / Centre for Economic Policy Research
1,976
CESifo working papers
1,828
IZA Discussion Papers
1,706
Applied economics letters
1,691
Finance research letters
1,687
Journal of banking & finance
1,513
Working paper
1,412
IZA Discussion Paper
1,399
Economics letters
1,387
Economic modelling
1,326
Energy economics
1,252
International review of financial analysis
1,116
International review of economics & finance : IREF
1,068
Discussion paper
956
Applied financial economics
918
Journal of econometrics
905
CESifo Working Paper
881
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
856
Discussion paper / Tinbergen Institute
845
Journal of financial economics
815
The journal of futures markets
809
The North American journal of economics and finance : a journal of financial economics studies
769
Journal of international money and finance
763
The journal of finance : the journal of the American Finance Association
747
Insurance / Mathematics & economics
732
Journal of empirical finance
718
European journal of operational research : EJOR
713
International journal of theoretical and applied finance
710
Research in international business and finance
705
Discussion papers / CEPR
702
Journal of economic dynamics & control
691
CESifo Working Paper Series
660
Pacific-Basin finance journal
641
Journal of international financial markets, institutions & money
633
The review of financial studies
616
more ...
less ...
Source
All
ECONIS (ZBW)
241,290
EconStor
8,711
RePEc
8,595
USB Cologne (EcoSocSci)
1,113
Other ZBW resources
582
BASE
411
USB Cologne (business full texts)
253
OLC EcoSci
59
ArchiDok
48
more ...
less ...
Showing
31
-
40
of
261,062
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
The COVID-19
risk
in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
32
Extreme value
estimation
of the conditional
risk
premium in reinsurance
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 68-80
Persistent link: https://www.econbiz.de/10012482751
Saved in:
33
Estimating and forecasting conditional
risk
measures with extreme value theory : a review
Bee, Marco
;
Trapin, Luca
- In:
Risks : open access journal
6
(
2018
)
2
,
pp. 1-16
One of the key components of financial
risk
management is
risk
measurement. This typically requires modeling …
Persistent link: https://www.econbiz.de/10011866456
Saved in:
34
Forecasting VaR models under different
volatility
processes and distributions of return innovations
Dendramis, Yiannis
;
Spungin, Giles E.
;
Tzavalis, Elias
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 515-531
Persistent link: https://www.econbiz.de/10011282095
Saved in:
35
Estimating systematic
risk
under extremely adverse market conditions
Oordt, Maarten R. C. van
;
Chen Zhou
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 432–461
Persistent link: https://www.econbiz.de/10012054463
Saved in:
36
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
37
Forecasting uncertainty intervals for return period of extreme daily electricity consumption
Makatjane, Katleho
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
4
,
pp. 217-225
Persistent link: https://www.econbiz.de/10013366091
Saved in:
38
Volatility
risk
premium decomposition of LIFFE equity options
Lin, Bing-huei
;
Lin, Yueh-neng
;
Chen, Yin-jung
- In:
International review of economics & finance : IREF
24
(
2012
),
pp. 315-326
Persistent link: https://www.econbiz.de/10009690153
Saved in:
39
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
40
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
First
Prev
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...
//-->