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CAPM
Theorie
125
Theory
125
Volatilität
75
Time series analysis
74
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74
Zeitreihenanalyse
74
USA
65
United States
65
Estimation
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62
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60
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59
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53
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53
Börsenkurs
51
Share price
51
Portfolio selection
37
Portfolio-Management
37
Kapitaleinkommen
35
Capital income
34
Risikomanagement
34
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33
Risk management
33
Correlation
32
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25
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25
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22
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English
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Engle, Robert F.
22
Bali, Turan G.
5
Tang, Yi
4
Rosenberg, Joshua V.
3
Rothschild, Michael
3
Colacito, Riccardo
2
Kane, Alex
2
Ng, Victor K.
2
Bollerslev, Tim
1
Chabi-Yo, Fousseni
1
Chou, Ray
1
Chou, Ray Yeutien
1
Croce, Mariano M.
1
Fabozzi, Frank J.
1
Focardi, Sergio M.
1
Mistry, Abhishek
1
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1
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Journal of econometrics
3
Working paper / National Bureau of Economic Research, Inc.
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
NBER Working Paper
2
Discussion paper / Department of Economics, University of California San Diego
1
Econometric methods and financial time series
1
Georgetown McDonough School of Business Research Paper 2012-16
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Journal of political economy
1
Koç University - TÜSİAD Economic Research Forum working paper series
1
NYU Working Paper
1
Technical working paper / National Bureau of Economic Research
1
The American economic review
1
The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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1
International asset pricing with recursive preferences
Colacito, Riccardo
;
Croce, Mariano M.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2651-2686
Persistent link: https://www.econbiz.de/10010237375
Saved in:
2
The term structures of coentropy in international financial markets
Chabi-Yo, Fousseni
;
Colacito, Riccardo
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3541-3558
Persistent link: https://www.econbiz.de/10012062682
Saved in:
3
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
4
Hedging options in a GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000904203
Saved in:
5
Asset pricing with a factor-ARCH covariance structure : empirical estimates for treasury bills
Engle, Robert F.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 213-237
Persistent link: https://www.econbiz.de/10001332074
Saved in:
6
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:
7
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
8
Option hedging using empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1997
Persistent link: https://www.econbiz.de/10000643460
Saved in:
9
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
10
Risk and volatility : econometric models and financial practice
Engle, Robert F.
- In:
The American economic review
94
(
2004
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10002168487
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