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  • Search: subject:"time‐varying beta"
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Year of publication
Subject
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CAPM 45 Beta risk 38 Betafaktor 38 time-varying beta 29 Time-varying beta 26 Estimation 25 Schätzung 25 Capital income 21 Kapitaleinkommen 21 ARCH model 16 ARCH-Modell 16 Portfolio-Management 15 Portfolio selection 14 Stock market 14 Aktienmarkt 13 Börsenkurs 13 Share price 13 Theorie 13 Theory 12 GARCH 11 Financial crisis 10 Finanzkrise 10 Risk 10 Volatility 10 Volatilität 10 Estimation theory 9 Kalman filter 9 Risiko 9 Schätztheorie 9 Time series analysis 8 Zeitreihenanalyse 8 Asymmetric effect 7 BEKK 7 stochastic volatility 6 Multivariate GARCH 5 USA 5 Asset mispricing 4 Bayesian analysis 4 Cointegration 4 Conditional CAPM 4
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Online availability
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Undetermined 35 Free 22
Type of publication
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Article 62 Book / Working Paper 19
Type of publication (narrower categories)
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Article in journal 40 Aufsatz in Zeitschrift 40 Working Paper 9 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article 2 research-article 2 Thesis 1
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Language
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English 56 Undetermined 24 Portuguese 1
Author
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Choudhry, Taufiq 6 Jayasekera, Ranadeva 6 Savona, Roberto 6 Mergner, Sascha 4 Amisano, Gianni 3 Antypas, Antonios 3 Caporale, Guglielmo Maria 3 Fonseca, José Soares da 3 Grassi, Stefano 3 Kourogenis, Nikolaos 3 Pittis, Nikitas 3 Violante, Francesco 3 Adam, Tomáš 2 Ang, Andrew 2 Anton, Sorin Gabriel 2 Bellalah, Makram 2 Ben Slimane, Ikrame 2 Bulla, Jan 2 Candido, Osvaldo 2 Chen, Ming-Chi 2 French, Jordan 2 GLOVA, Jozef 2 Jánský, Ivo 2 Kristensen, Dennis 2 Maldonado, Wilfredo Fernando Leiva 2 Morri, Giacomo 2 Ochem, Marie 2 Puah, Chin-Hong 2 Reiß, Markus 2 Rjiba, Hatem 2 Romito, Federico 2 Sing, Tien Foo 2 Todorov, Viktor 2 Yong, Ying-Kiu 2 de Pinho Ronzani, André Ricardo 2 Adam, Tomas 1 Aiube, Fernando Antônio Lucena 1 Alonso-Conde, Ana Belén 1 Baídya, Tara Keshar Nanda 1 Bekiros, Stelios 1
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Institution
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EconWPA 2 Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales 1 European Central Bank 1 Finance Discipline Group, Business School 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 International Centre for Economic Research (ICER) 1 Stockholm China Economic Research Institute, Handelshögskolan i Stockholm 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Finance 2 International Journal of Financial Studies 2 International Journal of Financial Studies : open access journal 2 International journal of economic policy in emerging economies 2 International review of financial analysis 2 Journal of Applied Economic Sciences Quarterly 2 Journal of empirical finance 2 Research in international business and finance 2 The European Journal of Finance 2 Applied economics 1 Applied financial economics 1 BILTOKI 1 CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series 1 CESifo Working Paper 1 CESifo working papers 1 CREATES research paper 1 Computational economics 1 Czech Journal of Economics and Finance (Finance a uver) 1 ECB Working Paper 1 Economic modelling 1 Economic research 1 Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European Journal of Operational Research 1 European journal of operational research : EJOR 1 ICER Working Papers - Applied Mathematics Series 1 IES Working Paper 1 IIMB management review 1 International Economics and Economic Policy 1 International Journal of Economic Policy in Emerging Economies 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 International Review of Financial Analysis 1 International economics and economic policy : IEEP 1 International journal of finance & economics : IJFE 1 International journal of monetary economics and finance 1 International journal of strategic property management 1 Journal of Applied Management and Investments 1 Journal of Chinese Economic and Business Studies 1 Journal of Financial Economics 1 Journal of International Money and Finance 1
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Source
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ECONIS (ZBW) 45 RePEc 27 EconStor 6 Other ZBW resources 2 BASE 1
Showing 81 - 81 of 81
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TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE
D'ADDONA, STEFANO; CIPRIAN, MATTIA - In: International Journal of Theoretical and Applied … 10 (2007) 02, pp. 307-329
We investigate the gains obtained by using GRID, an innovative web-based technology for parallel computing, in a Risk Management application. We show, by estimating a parametric Value at Risk, how GRID computing offers an opportunity to enhance the solution of computationally demanding problems...
Persistent link: https://www.econbiz.de/10004971801
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