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~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Theory"
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ARCH-Modell
Estimation
Theory
CAPM
162
Capital income
84
Kapitaleinkommen
84
Theorie
75
Portfolio selection
53
Portfolio-Management
53
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52
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37
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Zhou, Guofu
3
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2
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2
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2
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2
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2
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2
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1
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1
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Journal of empirical finance
NBER working paper series
240
Journal of financial economics
201
Working paper / National Bureau of Economic Research, Inc.
201
NBER Working Paper
177
The journal of finance : the journal of the American Finance Association
165
Journal of banking & finance
156
The review of financial studies
149
Journal of economic dynamics & control
124
Finance research letters
102
Journal of financial and quantitative analysis : JFQA
82
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
International review of financial analysis
76
Economics letters
73
Management science : journal of the Institute for Operations Research and the Management Sciences
70
Research paper series / Swiss Finance Institute
70
Discussion paper / Centre for Economic Policy Research
62
International review of economics & finance : IREF
61
Journal of monetary economics
58
The North American journal of economics and finance : a journal of financial economics studies
57
Journal of international money and finance
56
Journal of econometrics
55
Journal of economic theory
55
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54
Review of quantitative finance and accounting
53
Finance and stochastics
51
Journal of international financial markets, institutions & money
48
Economic modelling
46
International journal of theoretical and applied finance
46
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45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
The European journal of finance
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
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42
Pacific-Basin finance journal
42
Applied financial economics
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Swiss Finance Institute Research Paper
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The journal of futures markets
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Annals of finance
40
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ECONIS (ZBW)
106
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106
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Carbon dioxide and asset pricing : evidence from international stock markets
Chen, Zhuo
;
Liu, Jinyu
;
Lu, Andrea
;
Tao, Libin
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491880
Saved in:
4
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
5
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
6
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
7
Capital mobility and the long-run return-risk trade-offs of industry portfolios
Chen, Jia
;
Xu, Xin
;
Yao, Tong
- In:
Journal of empirical finance
70
(
2023
),
pp. 123-143
Persistent link: https://www.econbiz.de/10014423620
Saved in:
8
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
The non-linear trade-off between return and risk and its determinants
Cotter, John
;
Salvador, Enrique
- In:
Journal of empirical finance
67
(
2022
),
pp. 100-132
Persistent link: https://www.econbiz.de/10013464378
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