//--> //--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Aktienmarkt"
~subject:"Share price"
~subject:"Zinsstruktur"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Share price
Zinsstruktur
Risikoprämie
24
Risk premium
24
Capital income
13
Kapitaleinkommen
13
Estimation
12
Schätzung
12
Theorie
12
Theory
12
Börsenkurs
10
Risiko
10
Risk
10
CAPM
7
Volatility
7
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Capital market returns
4
Kapitalmarktrendite
4
Anleihe
3
Bond
3
Risikomaß
3
Risk measure
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
risk-neutral probability
3
tail risk
3
ARCH model
2
ARCH-Modell
2
Estimation theory
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Almeida, Caio
5
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
5
Abbritti, Mirko
1
Bali, Turan G.
1
Barndorff-Nielsen, Ole E.
1
Camponovo, Lorenzo
1
Dobrev, Dobrislav
1
Engle, Robert F.
1
Ferreira, Eva
1
Feunou, Bruno
1
Gil-Alaña, Luis A.
1
Gil-Bazo, Javier
1
Gouriéroux, Christian
1
Jacobs, Kris
1
Jahan-Parvar, Mohammad R.
1
Kim, Yunmi
1
Lovcha, Yuliya
1
Monfort, Alain
1
Moreno, Antonio
1
Nelson, Charles R.
1
Okou, Cédric
1
Pegoraro, Fulvio
1
Renne, Jean-Paul
1
Savva, Christos S.
1
Scaillet, Olivier
1
Schaumburg, Ernst
1
Theodossiou, Panayiotis
1
Trojani, Fabio
1
Veraart, Almut E. D.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
92
Journal of financial economics
91
Journal of banking & finance
86
Working paper / National Bureau of Economic Research, Inc.
84
NBER Working Paper
72
Finance research letters
59
International review of economics & finance : IREF
43
International review of financial analysis
43
Journal of international money and finance
41
Discussion paper / Centre for Economic Policy Research
40
Journal of empirical finance
38
Discussion papers / CEPR
36
Journal of international financial markets, institutions & money
35
Pacific-Basin finance journal
35
Finance and economics discussion series
34
The review of financial studies
34
Management science : journal of the Institute for Operations Research and the Management Sciences
32
The journal of finance : the journal of the American Finance Association
31
Working paper series / European Central Bank
31
Review of finance : journal of the European Finance Association
28
The North American journal of economics and finance : a journal of financial economics studies
28
ECB Working Paper
27
Research paper series / Swiss Finance Institute
27
Applied economics
25
Applied financial economics
24
Journal of economic dynamics & control
22
Journal of financial markets
22
Economic modelling
21
Economics letters
21
Working paper
21
Working papers / Bank for International Settlements
21
Journal of money, credit and banking : JMCB
20
Applied economics letters
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
Journal of financial and quantitative analysis : JFQA
19
Research in international business and finance
19
Staff reports / Federal Reserve Bank of New York
19
The journal of fixed income
19
CESifo working papers
18
Discussion paper
17
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->