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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~subject:"Portfolio selection"
~subject:"Risk premium"
~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Chandra, Ramesh
2
Kan, Raymond
2
Alizadeh, Sassan
1
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1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Journal of empirical finance
33
Journal of banking & finance
31
Economics letters
28
Finance research letters
27
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25
Journal of financial econometrics
24
Quantitative finance
23
European journal of operational research : EJOR
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
International journal of theoretical and applied finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Journal of risk
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Insurance / Mathematics & economics
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Journal of risk and financial management : JRFM
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Econometric theory
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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The European journal of finance
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Econometrics : open access journal
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Financial markets and portfolio management
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Journal of financial economics
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Risks : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
International journal of economics and financial issues : IJEFI
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Applied economics
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Finance and stochastics
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Journal of mathematical finance
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International review of financial analysis
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Journal of economic dynamics & control
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Applied economics letters
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Asia-Pacific financial markets
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2617-2649
Persistent link: https://www.econbiz.de/10010237376
Saved in:
2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
3
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
4
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
5
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
6
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
7
More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh
;
Balachandran, Bala V.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
Saved in:
8
A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Aneja, Yash P.
;
Chandra, Ramesh
;
Gunay, Erdal
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1435-1438
Persistent link: https://www.econbiz.de/10001080348
Saved in:
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