//--> //--> //-->
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
Retain my current filters
subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~person:"Alexeev, Vitali"
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
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Beta risk
2
Betafaktor
2
CAPM
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Systematic risk
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Asymmetric jumps
1
Börsenkurs
1
Equity risk premium
1
High-frequency data
1
Jumps
1
Portfolio diversification
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risikoprämie
1
Risk
1
Risk management
1
Risk measure
1
Risk premium
1
Share price
1
Theorie
1
Theory
1
Value-at-Risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Alexeev, Vitali
Yin, Libo
5
Brooks, Robert
4
Caporin, Massimiliano
4
Gupta, Rangan
4
Xuan Vinh Vo
4
Han, Liyan
3
Karanasos, Menelaos
3
Malik, Farooq
3
Tzavalis, Elias
3
Wang, Yudong
3
Annaert, Jan
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Chang, Kuang-Liang
2
Chiang, Thomas C.
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Claes, Anouk G. P.
2
Conrad, Christian
2
De Ceuster, Marc J.
2
Dijk, Dick van
2
Dimitrakopoulos, Stefanos
2
Do, Hung Xuan
2
Dong, Yingjie
2
Feng, Jiabao
2
Floros, Christos
2
Gil-Alaña, Luis A.
2
Gospodinov, Nikolaj
2
Huang, Alex
2
Huang, Dengshi
2
Hueng, C. James
2
Kang, Kyu Ho
2
Kang, Sang Hoon
2
Kapetanios, George
2
Kim, Kun Ho
2
Koulakiotis, Athanasios
2
Kumar, Dilip
2
Malliaropulos, Dimitris
2
McAleer, Michael
2
more ...
less ...
Published in...
All
Economics letters
International review of economics & finance : IREF
Journal of empirical finance
CEA_372Cass working paper series
1
Econometrics : open access journal
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetric jump beta estimation with implications for portfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 20-40
Persistent link: https://www.econbiz.de/10012205461
Saved in:
2
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->