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~subject:"Prognoseverfahren"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Prognoseverfahren
Risikoprämie
24
Risk premium
24
Capital income
13
Kapitaleinkommen
13
Estimation
12
Schätzung
12
Theorie
12
Theory
12
Börsenkurs
10
Risiko
10
Risk
10
Share price
10
CAPM
7
Volatility
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Volatilität
7
Forecasting model
6
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Capital market returns
4
Kapitalmarktrendite
4
Anleihe
3
Bond
3
Risikomaß
3
Risk measure
3
Statistical distribution
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Statistische Verteilung
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Yield curve
3
Zinsstruktur
3
risk-neutral probability
3
tail risk
3
ARCH model
2
ARCH-Modell
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Aktienmarkt
2
Estimation theory
2
Portfolio selection
2
Portfolio-Management
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
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English
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Almeida, Caio
3
Ardison, Kym
3
Garcia, René
3
Vicente, Jose
3
Dobrev, Dobrislav
2
Schaumburg, Ernst
2
Bali, Turan G.
1
Camponovo, Lorenzo
1
Feunou, Bruno
1
Jacobs, Kris
1
Jahan-Parvar, Mohammad R.
1
Maheu, John M.
1
McCurdy, Thomas H.
1
Mijatovi´c, Aleksandar
1
Okou, Cédric
1
Scaillet, Olivier
1
Schneider, Paul
1
Trojani, Fabio
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of financial economics
30
Journal of banking & finance
25
Finance research letters
23
Journal of empirical finance
22
NBER working paper series
14
Journal of econometrics
13
Journal of financial markets
13
Journal of international money and finance
12
Working paper / National Bureau of Economic Research, Inc.
12
International review of financial analysis
11
NBER Working Paper
11
The review of financial studies
11
Energy economics
10
International journal of forecasting
10
International review of economics & finance : IREF
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working paper
10
Finance and economics discussion series
9
Applied economics
8
Applied economics letters
8
Bank of Finland research discussion papers
8
Discussion papers / CEPR
8
Research paper series / Swiss Finance Institute
8
CREATES research paper
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of economic dynamics & control
7
Journal of forecasting
7
The journal of futures markets
7
Discussion paper / Centre for Economic Policy Research
6
Economics letters
6
Pacific-Basin finance journal
6
Review of finance : journal of the European Finance Association
6
Bank of Finland Research Discussion Paper
5
CESifo working papers
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European financial management : the journal of the European Financial Management Association
5
International finance discussion papers
5
Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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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
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:
3
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:
4
Rejoinder on: 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. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
5
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:
6
Components of market risk and return
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 560-590
Persistent link: https://www.econbiz.de/10003570729
Saved in:
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