//--> //--> //--> //-->
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"
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:"Capital asset pricing"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
80
Theorie
45
Theory
45
Volatility
24
Volatilität
24
Estimation theory
22
Schätztheorie
22
Capital income
20
Kapitaleinkommen
20
Estimation
18
Schätzung
18
Time series analysis
15
Zeitreihenanalyse
15
Risikoprämie
14
Risk premium
14
Börsenkurs
13
Share price
13
Portfolio selection
12
Portfolio-Management
12
Factor analysis
8
Faktorenanalyse
8
Forecasting model
8
Prognoseverfahren
8
Risiko
8
Risk
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Asset pricing
6
Stochastic process
6
Stochastischer Prozess
6
Beta risk
5
Betafaktor
5
Market microstructure
5
Marktmikrostruktur
5
Method of moments
5
Momentenmethode
5
Statistical distribution
5
Statistische Verteilung
5
ARCH model
4
ARCH-Modell
4
more ...
less ...
Online availability
All
Undetermined
42
Type of publication
All
Article
80
Type of publication (narrower categories)
All
Article in journal
80
Aufsatz in Zeitschrift
80
Collection of articles of several authors
2
Sammelwerk
2
Conference paper
1
Konferenzbeitrag
1
Language
All
English
80
Author
All
Aït-Sahalia, Yacine
5
Bandi, Federico M.
4
Engle, Robert F.
3
Hansen, Lars Peter
3
Mykland, Per A.
3
Renault, Eric
3
Todorov, Viktor
3
Bollerslev, Tim
2
Garcia, René
2
Ghysels, Eric
2
Gospodinov, Nikolaj
2
Grammig, Joachim
2
Mancini, Loriano
2
Pelger, Markus
2
Sargent, Thomas J.
2
Sentana, Enrique
2
Stutzer, Michael J.
2
Tauchen, George Eugene
2
Xiu, Dacheng
2
Zhang, Lan
2
Almeida, Caio
1
Anatolyev, Stanislav
1
Andersen, Torben
1
Andreasen, Martin Møller
1
Andreou, Elena
1
Asea, Patrick K.
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Bai, Jushan
1
Beaulieu, Marie-Claude
1
Berkowitz, Jeremy
1
Bonomo, Marco Antonio
1
Borovička, Jaroslav
1
Bégin, Jean-François
1
Cai, Zongwu
1
Campbell, John Y.
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Min
1
Chen, Zhao
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
389
Working paper / National Bureau of Economic Research, Inc.
328
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
224
Finance research letters
195
Journal of economic dynamics & control
175
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Economics letters
109
Pacific-Basin finance journal
104
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
96
Applied economics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
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
77
Working paper
77
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
66
Discussion papers / CEPR
63
Annals of finance
61
The journal of portfolio management : a publication of Institutional Investor
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
more ...
less ...
Source
All
ECONIS (ZBW)
80
Showing
41
-
50
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Unexplained factors and their effects on second pass image-squared's
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011502495
Saved in:
42
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
43
A non-linear dynamic model of the variance risk premium
Eraker, Bjørn
;
Wang, Jiakou
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 547-556
Persistent link: https://www.econbiz.de/10011499758
Saved in:
44
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
45
On the properties of the coefficient of determination in regression models with infinite variance variables
Kurz-Kim, Jeong-Ryeol
;
Loretan, Mico
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 15-24
Persistent link: https://www.econbiz.de/10010473444
Saved in:
46
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
47
Priced risk and asymmetric volatility in the cross section of skewness
Engle, Robert F.
;
Mistry, Abhishek
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 135-144
Persistent link: https://www.econbiz.de/10010497106
Saved in:
48
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
Saved in:
49
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
Saved in:
50
Spanning tests in return and stochastic discount factor mean-variance frontiers : a unifying approach
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 303-324
Persistent link: https://www.econbiz.de/10009685912
Saved in:
First
Prev
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->