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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Bollerslev, Tim"
~person:"Shanken, Jay"
~subject:"CAPM"
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Deutschland
CAPM
Theorie
51
Theory
51
Volatility
20
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20
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14
United States
14
Estimation
13
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Bollerslev, Tim
Shanken, Jay
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
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
Kubler, Felix
9
Li, Kai
9
Lioui, Abraham
9
MacDonald, Ronald
9
Nielsen, Lars Tyge
9
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Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
2
Journal of empirical finance
2
Econometric methods and financial time series
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
NBER reporter online
1
The review of financial studies
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ECONIS (ZBW)
20
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20
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1
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:
2
Payout yield, risk, and mispricing : a Bayesian analysis
Shanken, Jay
;
Tamayo, Ane
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10009622431
Saved in:
3
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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
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:
6
Economic forces and the stock market revisited
Shanken, Jay
;
Weinstein, Mark I.
- In:
Journal of empirical finance
13
(
2006
)
2
,
pp. 129-144
Persistent link: https://www.econbiz.de/10003296946
Saved in:
7
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:
8
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:
9
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:
10
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
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