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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Kubler, Felix"
~subject:"CAPM"
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Deutschland
CAPM
Theorie
79
Theory
79
Volatility
24
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24
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13
USA
13
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13
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Article in journal
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Bollerslev, Tim
Kubler, Felix
Jarrow, Robert A.
27
Madan, Dilip B.
22
Hansen, Lars Peter
17
Ferson, Wayne E.
16
Zhou, Guofu
16
Cochrane, John H.
14
Bossaerts, Peter L.
13
Harvey, Campbell R.
13
Levy, Haim
13
Renault, Eric
13
Fabozzi, Frank J.
12
Fama, Eugene F.
12
Lee, Cheng F.
12
Zin, Stanley E.
12
Chiarella, Carl
11
Duffie, Darrell
11
Funke, Michael
11
Shanken, Jay
11
Stambaugh, Robert F.
11
Berthold, Norbert
10
Campbell, John Y.
10
Detemple, Jérôme B.
10
Epstein, Larry G.
10
Faff, Robert W.
10
He, Xue-zhong
10
Hens, Thorsten
10
Jagannathan, Ravi
10
Kan, Raymond
10
Kraft, Kornelius
10
Longstaff, Francis A.
10
Wei, K. C. John
10
Zhang, Lu
10
Bekaert, Geert
9
Boyle, Phelim P.
9
Li, Kai
9
Lioui, Abraham
9
MacDonald, Ronald
9
Nielsen, Lars Tyge
9
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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
4
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
The journal of finance : the journal of the American Finance Association
2
Computational economics
1
Finance research letters
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Macroeconomic dynamics
1
NBER reporter online
1
The review of financial studies
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ECONIS (ZBW)
18
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1
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10
of
18
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date (oldest first)
1
The identification of beliefs from asset demand
Kubler, Felix
;
Polemarchakis, Heraklis M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238
Saved in:
2
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
3
Bond ladders and optimal portfolios
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
The review of financial studies
24
(
2011
)
12
,
pp. 4123-4166
Persistent link: https://www.econbiz.de/10009390470
Saved in:
4
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
5
Approximate CAPM when preferences are CRRA
Herings, Peter Jean-Jacques
;
Kubler, Felix
- In:
Computational economics
29
(
2007
)
1
,
pp. 13-31
Persistent link: https://www.econbiz.de/10003440970
Saved in:
6
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
7
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
Finance research letters
3
(
2006
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
Saved in:
8
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
9
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
10
Modeling and forecasting realized volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
Saved in:
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