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~subject:"Yield curve"
~isPartOf:"CREATES research paper"
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Search: subject_exact:"Capital asset pricing model"
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Yield curve
CAPM
32
Theorie
14
Theory
14
Capital income
12
Kapitaleinkommen
12
Estimation
7
Schätzung
7
Risikoprämie
6
Risk premium
6
Time series analysis
6
Zeitreihenanalyse
6
Börsenkurs
5
Forecasting model
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Prognoseverfahren
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Share price
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Volatility
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Volatilität
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Zinsstruktur
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Beta risk
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Betafaktor
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Stochastic process
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Stochastischer Prozess
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Capital market returns
3
Kapitalmarktrendite
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Portfolio selection
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Portfolio-Management
3
Risiko
3
Risk
3
Statistical test
3
Statistischer Test
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ARCH model
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ARCH-Modell
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Anleihe
2
Bond
2
Estimation theory
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
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Andersen, Torben
1
Andreasen, Martin Møller
1
Benzoni, Luca
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Christensen, Bent Jesper
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Kristensen, Dennis
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Mele, Antonio
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Rasmussen, Torben B
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Wel, Michael van der
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CREATES research paper
Journal of financial economics
26
NBER working paper series
17
NBER Working Paper
14
The journal of fixed income
14
The review of financial studies
14
International journal of theoretical and applied finance
11
Staff working paper / Bank of Canada
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of economic dynamics & control
9
The journal of finance : the journal of the American Finance Association
9
Discussion paper / B
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Staff reports / Federal Reserve Bank of New York
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Applied mathematical finance
6
Finance and stochastics
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Journal of banking & finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial and quantitative analysis : JFQA
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Quantitative finance
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Review of finance : journal of the European Finance Association
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Finance research letters
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Mathematics and financial economics
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Discussion paper / Centre for Economic Policy Research
4
Discussion papers / CEPR
4
International journal of financial engineering
4
Journal of international money and finance
4
Journal of money, credit and banking : JMCB
4
Publications from Department of Management, Odense University
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Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
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Staff working papers / Bank of England
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Swiss Finance Institute Research Paper
4
The European journal of finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper
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Working papers series / Federal Reserve Bank of San Francisco
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ECONIS (ZBW)
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
2
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
3
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
4
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
5
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
Saved in:
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