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  • Search: subject:"conditional capm"
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Year of publication
Subject
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Conditional CAPM 37 conditional CAPM 33 CAPM 29 Estimation 22 Schätzung 22 Capital income 17 Kapitaleinkommen 17 Theorie 16 Theory 16 Beta risk 10 Betafaktor 10 Börsenkurs 9 Share price 9 Portfolio selection 8 Portfolio-Management 8 ARCH model 7 ARCH-Modell 7 business cycle 7 Aktienmarkt 6 Stock market 6 Financial market 5 Finanzmarkt 5 ICAPM 5 Momentum 5 asset pricing 5 Asset pricing 4 Emerging economies 4 Estimation theory 4 Nonparametric method 4 Realized volatility 4 Schwellenländer 4 Schätztheorie 4 Time-varying beta 4 Value 4 Volatility 4 Volatilität 4 realized beta 4 time-varying beta 4 Factor analysis 3 Faktorenanalyse 3
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Online availability
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Free 32 Undetermined 23
Type of publication
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Article 38 Book / Working Paper 33
Type of publication (narrower categories)
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Article in journal 26 Aufsatz in Zeitschrift 26 Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1 research-article 1
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Language
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English 48 Undetermined 22 Portuguese 1
Author
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Andersen, Torben G. 4 Bollerslev, Tim 4 Diebold, Francis X. 4 Li, Yan 4 Antypas, Antonios 3 Caporale, Guglielmo Maria 3 Gubellini, Stefano 3 Kourogenis, Nikolaos 3 Pittis, Nikitas 3 Atakan, Alp E. 2 BONOMO, Marco 2 Bali, Turan G. 2 Casassus, Jaime 2 Cooper, Ilan 2 DeLisle, James R. 2 Ellouz, Siwar 2 Engle, Robert F. 2 GARCIA, René 2 Garcia, René 2 Grissom, Terry V. 2 Higuera, Freddy 2 Jin (Ginger) Wu 2 Maio, Paulo 2 Prono, Todd 2 Shutova, Evgeniya 2 Su, Liangjun 2 Tang, Yi 2 Wu, Jin 2 Xu, Yuewu 2 Yang, Liyan 2 Abdymomunov, Azamat 1 Ahmed, Muhammad Farid 1 Aiube, Fernando Antônio Lucena 1 Akdeniz, Levent 1 Al Refai, Hisham M. 1 Altay-Salih, Aslihan 1 Arisoy, Yakup Eser 1 Atakan YalÃffın 1 Baruch, Shmuel 1 Baídya, Tara Keshar Nanda 1
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Institution
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İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 10 Center for Financial Studies 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Département de Sciences Économiques, Université de Montréal 2 Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 2 American Association of Wine Economists - AAWE 1 Departamento de Economia, Faculdade de Economia, Administração e Contabilidade 1 Department of Economics and Business, Universitat Pompeu Fabra 1 Department of Economics, University of Pennsylvania 1 International Centre for Economic Research (ICER) 1 School of Economics, Singapore Management University 1 School of Management, Yale University 1 Sloan School of Management, Massachusetts Institute of Technology (MIT) 1
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Published in...
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Koç University-TUSIAD Economic Research Forum Working Papers 10 Journal of empirical finance 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 CFS Working Paper Series 2 CIRANO Working Papers 2 Cahiers de recherche 2 Documentos de Trabajo / Instituto de Economía, Facultad de Ciencia Económicas y Administrativas 2 International Journal of Managerial and Financial Accounting 2 Journal of Empirical Finance 2 Management Science 2 Research in international business and finance 2 Afro-Asian Journal of Finance and Accounting : AAJFA 1 Applied Financial Economics 1 CESifo Working Paper 1 CESifo working papers 1 CFS Working Paper 1 Cambridge working papers in economics 1 Cambridge-INET working papers 1 Discussion papers on business and economics 1 Economic modelling 1 Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 Eurasian Economic Review 1 Eurasian economic review : a journal of the Eurasia Business and Economics Society 1 ICER Working Papers - Applied Mathematics Series 1 Insurance / Mathematics & economics 1 International review of financial analysis 1 Journal of Financial Economics 1 Journal of Property Investment & Finance 1 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Journal of financial and quantitative analysis : JFQA 1 Journal of property investment & finance 1 Managerial finance 1 PIER Working Paper Archive 1 Review of Pacific Basin financial markets and policies 1 Review of Quantitative Finance and Accounting 1 Review of quantitative finance and accounting 1 Revista Brasileira de Finanças : RBFin 1
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Source
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RePEc 37 ECONIS (ZBW) 29 EconStor 4 Other ZBW resources 1
Showing 71 - 71 of 71
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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - Department of Economics, University of Pennsylvania - 2005
We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized...
Persistent link: https://www.econbiz.de/10005150219
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