//--> //--> //-->
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
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Almeida, Caio"
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:"Risikoprämie"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Risikoprämie
8
Risk premium
8
Capital income
6
Kapitaleinkommen
6
Risiko
6
Risk
6
Börsenkurs
5
Share price
5
Forecasting model
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Prognoseverfahren
4
Theorie
4
Theory
4
Capital market returns
3
Estimation
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
risk-neutral probability
3
tail risk
3
economic predictability
2
prediction of market returns
2
risk factor
2
Arbitrage Pricing
1
Arbitrage pricing
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Incomplete market
1
Option trading
1
Optionsgeschäft
1
Unvollkommener Markt
1
Volatility
1
Volatilität
1
Welt
1
World
1
non-parametric estimation
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Almeida, Caio
Ardison, Kym
6
Garcia, René
6
Vicente, Jose
6
Jacobs, Kris
5
Uhrig-Homburg, Marliese
5
Prokopczuk, Marcel
4
Bali, Turan G.
3
Gil-Alaña, Luis A.
3
Lioui, Abraham
3
Moreno, Antonio
3
Poncet, Patrice
3
Wese Simen, Chardin
3
Abbritti, Mirko
2
Ben Ammar, Semir
2
Benth, Fred Espen
2
Berrada, Tony
2
Branger, Nicole
2
Cakici, Nusret
2
Camponovo, Lorenzo
2
Choy, Siu Kai
2
Dobrev, Dobrislav
2
Doran, James S.
2
Eling, Martin
2
Gouriéroux, Christian
2
Guo, Hui
2
Kiesel, Rüdiger
2
Kim, Tong Suk
2
Li, Bingxin
2
Li, Junye
2
Liu, Zhuoshi
2
Maio, Paulo
2
Mele, Antonio
2
Min, Byoung-Kyu
2
Monfort, Alain
2
Obayashi, Yoshiki
2
Pegoraro, Fulvio
2
Philip, Dennis
2
Rubio, Gonzalo
2
Scaillet, Olivier
2
more ...
less ...
Published in...
All
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Ensaios econômicos
1
International journal of theoretical and applied finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série de trabalhos para discussão
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
5
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
6
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
7
Identifying volatility risk premia from fixed income Asian options
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 652-661
Persistent link: https://www.econbiz.de/10003820565
Saved in:
8
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->