Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Intraday periodicity, long mem...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
179
Theory
178
Volatilität
155
Volatility
154
Capital income
91
Kapitaleinkommen
91
USA
83
United States
80
Schätzung
79
Estimation
78
Börsenkurs
69
Share price
69
Prognoseverfahren
60
Forecasting model
59
Risk
50
Risiko
48
Time series analysis
47
Zeitreihenanalyse
47
ARCH-Modell
43
ARCH model
42
Risikoprämie
39
Risk premium
39
Ankündigungseffekt
38
Announcement effect
37
Estimation theory
37
Schätztheorie
37
Exchange rate
36
Wechselkurs
36
China
34
Japan
34
Portfolio-Management
31
Portfolio selection
30
Risk management
29
Risikomanagement
28
Aktienmarkt
27
Statistical distribution
27
Statistische Verteilung
27
Impact assessment
26
Stock market
26
more ...
less ...
Online availability
All
Free
8
Undetermined
6
Type of publication
All
Article
14
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Working Paper
5
Arbeitspapier
4
Graue Literatur
3
Non-commercial literature
3
Aufsatz im Buch
1
Book section
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
24
Undetermined
2
Author
All
Bollerslev, Tim
22
Diebold, Francis X.
7
Wu, Jin
7
Andersen, Torben
6
Andersen, Torben G.
4
Todorov, Viktor
4
Li, Sophia Zhengzi
3
Aleti, Saketh
2
Cai, Jun
2
Song, Frank M.
2
Webb, Robert I.
2
Engle, Robert F.
1
Frederiksen, Per
1
Ghysels, Eric
1
Hodrick, Robert J.
1
Law, Tzuo Hann
1
Meddahi, Nour
1
Nielsen, Morten Ørregaard
1
Patton, Andrew J.
1
Qin, Yiyi
1
Quaedvlieg, Rogier
1
Tauchen, George Eugene
1
Wooldridge, Jeffrey M.
1
Yang, Huan
1
Zhang, Benjamin Y. B.
1
Zhu, Jie
1
more ...
less ...
Institution
All
Center for Financial Studies
2
Department of Economics, University of Pennsylvania
1
Published in...
All
CFS Working Paper Series
2
Journal of econometrics
2
CFS Working Paper
1
CFS working paper series
1
CREATES research paper
1
China finance review international
1
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part B
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of money, credit and banking : JMCB
1
Journal of political economy
1
NBER reporter online
1
PIER Working Paper Archive
1
Queen's Economics Department working paper
1
The financial sector of the American economy
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
RePEc
3
EconStor
1
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commodity futures characteristics and asset pricing models
Qin, Yiyi
;
Cai, Jun
;
Zhu, Jie
;
Webb, Robert I.
-
2025
Persistent link: https://www.econbiz.de/10015376604
Saved in:
2
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
3
Measuring and modeling systematic risk in factor pricing models using high-frequency data
Bollerslev, Tim
;
Zhang, Benjamin Y. B.
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 533-558
Persistent link: https://www.econbiz.de/10001806961
Saved in:
4
A capital asset pricing model with time-varying covariances
Bollerslev, Tim
- In:
Journal of political economy
96
(
1988
)
1
,
pp. 116-131
Persistent link: https://www.econbiz.de/10001056221
Saved in:
5
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
6
Analytical evaluation of volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
International economic review
45
(
2004
)
4
,
pp. 1079-1110
Persistent link: https://www.econbiz.de/10002427616
Saved in:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
-
2014
Persistent link: https://www.econbiz.de/10010442477
Saved in:
9
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
Persistent link: https://www.econbiz.de/10003350014
Saved in:
10
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2006
Persistent link: https://www.econbiz.de/10003350083
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
