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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Aktienmarkt"
~subject:"Share price"
~subject:"Volatilität"
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Search: subject:"Risikoprämie"
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Aktienmarkt
Share price
Volatilität
Risikoprämie
24
Risk premium
24
Capital income
13
Kapitaleinkommen
13
Estimation
12
Schätzung
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Theorie
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risk-neutral probability
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Almeida, Caio
5
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
5
Bali, Turan G.
1
Barndorff-Nielsen, Ole E.
1
Camponovo, Lorenzo
1
Dobrev, Dobrislav
1
Engle, Robert F.
1
Etula, Erkko M.
1
Feunou, Bruno
1
Hao, Jinji
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Jacobs, Kris
1
Jahan-Parvar, Mohammad R.
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Kim, Yunmi
1
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1
McCurdy, Thomas H.
1
Mijatovi´c, Aleksandar
1
Nelson, Charles R.
1
Okou, Cédric
1
Savva, Christos S.
1
Scaillet, Olivier
1
Schaumburg, Ernst
1
Schneider, Paul
1
Theodossiou, Panayiotis
1
Trojani, Fabio
1
Veraart, Almut E. D.
1
Zhang, Jin E.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
80
Journal of banking & finance
76
NBER working paper series
74
Working paper / National Bureau of Economic Research, Inc.
74
NBER Working Paper
55
Finance research letters
54
International review of financial analysis
40
Journal of empirical finance
34
Discussion paper / Centre for Economic Policy Research
32
International review of economics & finance : IREF
32
Pacific-Basin finance journal
32
The review of financial studies
30
Journal of international money and finance
27
Journal of international financial markets, institutions & money
26
Research paper series / Swiss Finance Institute
25
The North American journal of economics and finance : a journal of financial economics studies
25
Discussion papers / CEPR
24
The journal of finance : the journal of the American Finance Association
24
Energy economics
23
Finance and economics discussion series
23
Journal of financial markets
23
Management science : journal of the Institute for Operations Research and the Management Sciences
23
Applied economics
21
Applied financial economics
20
Economic modelling
20
Review of finance : journal of the European Finance Association
19
The journal of futures markets
19
Economics letters
18
Journal of financial and quantitative analysis : JFQA
18
Review of quantitative finance and accounting
18
International finance discussion papers
17
Swiss Finance Institute Research Paper
17
Applied economics letters
16
Journal of econometrics
16
Staff reports / Federal Reserve Bank of New York
16
Working paper
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
Journal of economic dynamics & control
15
The European journal of finance
15
Working papers / Rodney L. White Center for Financial Research
15
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ECONIS (ZBW)
14
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1
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
2
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
9
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 479-506
Persistent link: https://www.econbiz.de/10010391949
Saved in:
10
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
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