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subject:"Volatilität"
~person:"Zhang, Xiaoyan"
~subject:"Regressionsanalyse"
~subject:"economic uncertainty"
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Volatilität
Regressionsanalyse
economic uncertainty
Analysis of variance
4
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Share price
4
Varianzanalyse
4
Volatility
4
USA
3
United States
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Cash Flow
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Cash flow
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Portfolio selection
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Portfolio-Management
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Risiko
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Risk
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Theorie
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Theory
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Welt
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World
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cash flow idiosyncratic variance
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countercyclical
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global commonality
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return idiosyncratic variance
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return on equity
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Zhang, Xiaoyan
Barndorff-Nielsen, Ole E.
5
Bauwens, Luc
5
Bonato, Matteo
5
Caporin, Massimiliano
5
Dew-Becker, Ian
5
Engle, Robert F.
5
Giglio, Stefano
5
Hansen, Peter Reinhard
5
Le, Anh
5
Opschoor, Anne
5
Patton, Andrew J.
5
Ranaldo, Angelo
5
Andersen, Torben
4
Bollerslev, Tim
4
Christensen, Kim
4
De Nard, Gianluca
4
Hodrick, Robert J.
4
Janus, Paweł
4
Koopman, Siem Jan
4
Kozeniauskas, Nicholas
4
Lakonishok, Josef
4
Ledoit, Olivier
4
Lucas, André
4
Martins, Pedro S.
4
Pereira, Pedro Telhado
4
Veldkamp, Laura
4
Wese Simen, Chardin
4
Wolf, Michael
4
Xu, Yongdeng
4
Ang, Andrew
3
Bekaert, Geert
3
Braione, Manuela
3
Burger, Martijn J.
3
Fengler, Matthias
3
Halbleib, Roxana
3
Herwartz, Helmut
3
Karceski, Jason
3
Kozhan, Roman
3
Lunde, Asger
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Discussion papers / CEPR
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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The international commonality of idiosyncratic variances
Bekaert, Geert
;
Wang, Xue Phyllis
;
Zhang, Xiaoyan
-
2023
Persistent link: https://www.econbiz.de/10014325906
Saved in:
2
The cross-section of volatility and expected returns
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
-
2004
Persistent link: https://www.econbiz.de/10002418876
Saved in:
3
The cross-section of volatility and expected returns
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
- In:
The journal of finance : the journal of the American …
61
(
2006
)
1
,
pp. 259-299
Persistent link: https://www.econbiz.de/10003302327
Saved in:
4
The cross-section of volatility and expected returns
Zhang, Xiaoyan
;
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, …
-
2004
Persistent link: https://www.econbiz.de/10002073591
Saved in:
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