EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"conditional beta"
Narrow search

Narrow search

Year of publication
Subject
All
CAPM 15 Beta risk 12 Betafaktor 12 Theorie 11 Theory 11 Capital income 10 Kapitaleinkommen 10 Risikoprämie 9 Risk premium 9 Portfolio selection 8 Portfolio-Management 8 Risiko 8 Risk 8 Börsenkurs 7 Conditional beta 7 Estimation 7 Schätzung 7 Share price 7 conditional beta 7 ARCH model 5 ARCH-Modell 5 Asset pricing 4 Correlation 4 Korrelation 4 Volatility 4 Volatilität 4 dynamic conditional beta 4 Aktienmarkt 3 Conditional Beta 3 Risikomaß 3 Risk measure 3 Stock market 3 and expected stock returns 3 Analysis of variance 2 Conditional Covariance 2 Dynamic conditional beta 2 Financial crisis 2 Financial economics 2 Finanzkrise 2 Forecasting 2
more ... less ...
Online availability
All
Undetermined 17 Free 8
Type of publication
All
Article 22 Book / Working Paper 8
Type of publication (narrower categories)
All
Article in journal 15 Aufsatz in Zeitschrift 15 Working Paper 3 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Aufsatz im Buch 1 Book section 1
more ... less ...
Language
All
English 19 Undetermined 10 French 1
Author
All
Cotter, John 4 Bali, Turan G. 3 Engle, Robert F. 3 O'Sullivan, Niall 3 Rossi, Francesco 3 Sheppard, Kevin 3 Tang, Yi 3 Xu, Wen 2 Ahmadu-Bello, Jaliyyah 1 Aloy, Marcel 1 Amihud, Yakov 1 Bradrania, Reza 1 Chien Van Le 1 Chung, Y. Peter 1 Cipollini, Fabrizio 1 Di Clemente, Annalisa 1 Dobson, S. 1 Durand, Robert B. 1 Eraslan, Veysel 1 Ferreira, Eva 1 GARCIA, René 1 Garcia, René 1 Giannozzi, Alessandro 1 Gil-Bazo, Javier 1 Glascock, John Leslie 1 Hong, Hyun A. 1 Johansson, Anders 1 Keiber, Karl Ludwig 1 Kim, S. Thomas 1 Laly, Floris 1 Lan, Yihui 1 Laurent, Sébastien 1 Lecourt, Christelle 1 Lu-Andrews, Ran 1 Menchetti, Fiammetta 1 Ng, Andrew 1 Nguyen, Huy Quynh 1 Niklewski, Jacek 1 Noh, Joonki 1 Orbe, Susan 1
more ... less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Department of Economics, Oxford University 1 Département de Sciences Économiques, Université de Montréal 1 Geary Institute, University College Dublin 1 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 1
Published in...
All
Applied economics 1 CIRANO Working Papers 1 Cahiers de recherche 1 Department of Economics discussion paper series / University of Oxford 1 EconoQuantum, Revista de Economia y Negocios 1 Economics Series Working Papers / Department of Economics, Oxford University 1 European journal of operational research : EJOR 1 Global Finance Journal 1 International Review of Financial Analysis 1 International journal of financial engineering 1 International journal of financial research 1 International review of financial analysis 1 Journal of Banking & Finance 1 Journal of Development Studies 1 Journal of empirical finance 1 Journal of financial econometrics 1 Journal of financial markets 1 Koç University-TUSIAD Economic Research Forum Working Papers 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Pacific-Basin finance journal 1 Recent econometric techniques for macroeconomic and financial data 1 Research in international business and finance 1 Southeast Asian journal of economics 1 Studi economici : rivista quadrimestrale 1 The European Journal of Finance 1 The journal of real estate finance and economics 1 The quarterly journal of finance 1 UCD Geary Institute discussion paper series 1 Working Paper 1 Working Papers / Geary Institute, University College Dublin 1
more ... less ...
Source
All
ECONIS (ZBW) 18 RePEc 11 EconStor 1
Showing 1 - 10 of 30
Cover Image
Modeling time-varying conditional betas : a comparison of methods with application for REITs
Aloy, Marcel; Laly, Floris; Laurent, Sébastien; … - In: Recent econometric techniques for macroeconomic and …, (pp. 229-264). 2021
autoregressive conditional beta models outperform the other methods. …
Persistent link: https://www.econbiz.de/10012395467
Saved in:
Cover Image
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza; Veron, Jose Francisco - In: Pacific-Basin finance journal 77 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
Saved in:
Cover Image
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov; Noh, Joonki - In: Journal of financial markets 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
Cover Image
Weak comonotonicity
Wang, Ruodu; Zitikis, Ričardas - In: European journal of operational research : EJOR 282 (2020) 1, pp. 386-397
Persistent link: https://www.econbiz.de/10012157705
Saved in:
Cover Image
Dynamic conditional betas and equity returns
Terregrossa, Salvatore Joseph; Eraslan, Veysel - In: International journal of financial engineering 7 (2020) 4, pp. 1-17
Persistent link: https://www.econbiz.de/10012603747
Saved in:
Cover Image
What causes the asymmetric correlation in stock returns?
Chung, Y. Peter; Hong, Hyun A.; Kim, S. Thomas - In: Journal of empirical finance 54 (2019), pp. 190-212
Persistent link: https://www.econbiz.de/10012174849
Saved in:
Cover Image
Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin; Xu, Wen - In: Journal of financial econometrics 17 (2019) 1, pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
Saved in:
Cover Image
Factor High-Frequency Based Volatility (HEAVY) Models
Sheppard, Kevin - Department of Economics, Oxford University - 2014
 We propose a new class of multivariate volatility models utilizing realized measures of asset volatility and covolatility extracted from high-frequency data. Dimension reduction for estimation of large covariance matrices is achieved by imposing a factor structure with time-varying conditional...
Persistent link: https://www.econbiz.de/10011004389
Saved in:
Cover Image
The Conditional Pricing of Systematic and Idiosyncratic Risk in the UK Equity Market
Cotter, John; O'Sullivan, Niall; Rossi, Francesco - Geary Institute, University College Dublin - 2014
conditional beta/return relationship which in turn reveals conditionality in the pricing of idiosyncratic risk. We find that …
Persistent link: https://www.econbiz.de/10010748283
Saved in:
Cover Image
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin; Xu, Wen - 2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
  • 1
  • 2
  • 3
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...