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~subject:"CAPM"
~subject:"Stochastischer Prozess"
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CAPM
Stochastischer Prozess
Theorie
Volatility
40,082
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29,305
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29,108
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McAleer, Michael
95
Bollerslev, Tim
89
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72
Andersen, Torben
61
Chiarella, Carl
53
Koopman, Siem Jan
52
Todorov, Viktor
49
Härdle, Wolfgang
48
Asai, Manabu
43
Caporin, Massimiliano
43
Campbell, John Y.
41
Christoffersen, Peter F.
41
Lux, Thomas
41
Gupta, Rangan
39
Bekaert, Geert
38
Hautsch, Nikolaus
36
Zaremba, Adam
36
Cui, Zhenyu
35
Caballero, Ricardo J.
34
Hafner, Christian M.
34
Herwartz, Helmut
34
Westerhoff, Frank H.
34
Aizenman, Joshua
33
Chan, Joshua
33
Pierdzioch, Christian
33
Aït-Sahalia, Yacine
32
Tauchen, George Eugene
32
Fabozzi, Frank J.
31
Cakici, Nusret
29
Caporale, Guglielmo Maria
29
Clark, Todd E.
29
Ghysels, Eric
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Platen, Eckhard
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Bali, Turan G.
28
Mumtaz, Haroon
28
Yu, Jun
28
Barndorff-Nielsen, Ole E.
27
Lucas, André
27
Shephard, Neil G.
27
Andersen, Torben G.
26
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
10
European University Institute / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
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Federal Reserve Bank of St. Louis
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Institute of Finance and Accounting <London>
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Birkbeck College / Department of Economics
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Instituto Valenciano de Investigaciones Económicas
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Svenska Handelshögskolan <Helsinki>
5
The Wharton Financial Institutions Center
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve Bank of San Francisco
4
International Center for Financial Asset Management and Engineering
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Springer Fachmedien Wiesbaden
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Verlag Dr. Kovač
4
Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Chambre de commerce et d'industrie de Paris
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Federal Reserve System / Division of Research and Statistics
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Gottfried Wilhelm Leibniz Universität Hannover
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Nuffield College
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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University of Canterbury / Dept. of Economics and Finance
3
University of Exeter / Department of Economics
3
World Bank
3
Berliner Wissenschafts-Verlag
2
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Christian-Albrechts-Universität zu Kiel
2
Danmarks Nationalbank
2
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
247
NBER Working Paper
233
Journal of econometrics
204
International journal of theoretical and applied finance
190
Journal of banking & finance
188
Finance research letters
162
Journal of empirical finance
135
Economic modelling
133
Journal of economic dynamics & control
128
Journal of financial economics
124
Quantitative finance
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International review of financial analysis
121
Discussion paper / Centre for Economic Policy Research
117
Applied economics
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International review of economics & finance : IREF
113
Economics letters
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Discussion paper / Tinbergen Institute
103
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Computational economics
99
The European journal of finance
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
92
Applied mathematical finance
90
The North American journal of economics and finance : a journal of financial economics studies
89
Journal of international money and finance
86
Energy economics
81
The review of financial studies
80
Applied financial economics
78
International journal of forecasting
78
Research paper series / Swiss Finance Institute
75
The journal of finance : the journal of the American Finance Association
75
Journal of risk and financial management : JRFM
74
Journal of international financial markets, institutions & money
73
Econometric reviews
69
Applied economics letters
66
Finance and stochastics
66
Journal of forecasting
66
The journal of futures markets
66
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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EconStor
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RePEc
14
ArchiDok
3
USB Cologne (EcoSocSci)
1
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1
The risk-return trade-off in a liberalized emerging stock market : evidence from Vietnam
Fang, Kuangnan
;
Wu, Ji
;
Nguyen, Cuong
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
4
,
pp. 746-763
Persistent link: https://www.econbiz.de/10011764554
Saved in:
2
Financial
liberalization
and allocation of capital : dark side of the moon
Bhaduri, Saumitra N.
;
Bhattacharya, Aditi
- In:
Journal of quantitative economics
16
(
2018
)
4
,
pp. 163-185
Persistent link: https://www.econbiz.de/10012418610
Saved in:
3
Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
4
Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest
Ahmed, Walid M. A.
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1347-1359
Persistent link: https://www.econbiz.de/10010460154
Saved in:
5
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
Saved in:
6
Capital flows, asset prices and output in emerging market economies : a theoretical analysis
Nag, Ranjanendra Narayan
;
Baksi, Sayan
;
Majumder, …
- In:
Foreign trade review : quarterly journal of Indian …
50
(
2015
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011412012
Saved in:
7
Testing the long-memory features in return and
volatility
of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
8
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
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9
Futures-based measures of monetary policy and jump risk
Nkwoma, Inekwe John
- In:
Macroeconomic dynamics
21
(
2017
)
2
,
pp. 384-405
Persistent link: https://www.econbiz.de/10011686308
Saved in:
10
Stochastic
volatility
in the Peruvian stock market and exchange rate returns : a Bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Journal of emerging market finance
17
(
2018
)
3
,
pp. 354-385
Persistent link: https://www.econbiz.de/10011964842
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