//--> //--> //--> //-->
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 econometrics"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~subject:"CAPM"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Theorie
3,999
Theory
3,999
Estimation theory
1,691
Schätztheorie
1,691
Time series analysis
778
Zeitreihenanalyse
778
Estimation
713
Schätzung
704
Nichtparametrisches Verfahren
557
Nonparametric statistics
557
Volatility
471
Volatilität
471
Regression analysis
462
Regressionsanalyse
462
Monetary policy
453
Geldpolitik
451
USA
432
United States
432
Forecasting model
365
Prognoseverfahren
365
Stochastic process
359
Stochastischer Prozess
359
Statistical test
331
Statistischer Test
331
Portfolio selection
315
Portfolio-Management
315
Panel
313
Panel study
313
Business cycle
260
Konjunktur
258
Bayesian inference
241
Bayes-Statistik
240
Capital income
229
Kapitaleinkommen
229
VAR model
229
VAR-Modell
229
Method of moments
224
Momentenmethode
223
Learning process
221
more ...
less ...
Online availability
All
Undetermined
97
Free
1
Type of publication
All
Article
254
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
255
Collection of articles of several authors
3
Sammelwerk
3
Conference paper
1
Conference proceedings
1
Konferenzbeitrag
1
Konferenzschrift
1
more ...
less ...
Language
All
English
Author
All
Hommes, Cars H.
7
Aït-Sahalia, Yacine
5
Bandi, Federico M.
4
Li, Kai
4
Akdeniz, Levent
3
Anufriev, Mikhail
3
Bidarkota, Prasad V.
3
Bottazzi, Giulio
3
Branger, Nicole
3
Dindo, Pietro
3
Engle, Robert F.
3
Hansen, Lars Peter
3
Li, Youwei
3
Lioui, Abraham
3
Mykland, Per A.
3
Renault, Eric
3
Tauchen, George Eugene
3
Todorov, Viktor
3
Zaremba, Adam
3
Bollerslev, Tim
2
Brock, William A.
2
Cakici, Nusret
2
Campbell, John Y.
2
Challe, Edouard
2
Collard, Fabrice
2
Dechert, W. Davis
2
Den Haan, Wouter J.
2
Detemple, Jérôme B.
2
Dupoyet, Brice V.
2
Franke, Reiner
2
Frazier, David T.
2
Garcia, René
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Grammig, Joachim
2
Guay, Alain
2
Guo, Bin
2
He, Xue-zhong
2
Huang, Fuzhe
2
Khalaf, Lynda
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of economic dynamics & control
Journal of financial economics
319
Journal of banking & finance
277
The journal of finance : the journal of the American Finance Association
242
The review of financial studies
224
Finance research letters
192
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
123
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
107
Pacific-Basin finance journal
104
International review of economics & finance : IREF
96
Applied economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
84
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Applied financial economics
77
The journal of futures markets
75
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Journal of economic theory
65
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Journal of mathematical economics
56
Quantitative finance
53
The journal of real estate finance and economics
53
Advances in futures and options research : a research annual
50
Applied economics letters
50
Research in international business and finance
50
Review of finance : journal of the European Finance Association
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of financial markets
48
more ...
less ...
Source
All
ECONIS (ZBW)
255
Showing
1
-
10
of
255
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heterogeneous asset valuation in OTC markets and optimal inflation
Geromichalos, Athanasios
;
Jung, Kuk Mo
- In:
Journal of economic dynamics & control
161
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10015050031
Saved in:
2
On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.
;
Driffill, John
;
Kenç, Turalay
; …
- In:
Journal of economic dynamics & control
166
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015051271
Saved in:
3
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
4
Asset prices in a labor search model with confidence shocks
Krivenko, Pavel
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478152
Saved in:
5
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
6
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
7
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
8
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
9
The impact of asset purchases in an experimental market with consumption smoothing motives
Duan, Jieyi
;
Hanaki, Nobuyuki
- In:
Journal of economic dynamics & control
156
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014480348
Saved in:
10
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->