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A multichannel shot noise appr...
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CAPM
Stochastischer Prozess
19,337
Stochastic process
19,159
Theorie
10,645
Theory
10,633
Volatilität
4,146
Volatility
4,143
Optionspreistheorie
3,721
Option pricing theory
3,715
Mathematical programming
2,670
Mathematische Optimierung
2,670
Portfolio selection
1,895
Portfolio-Management
1,895
Zeitreihenanalyse
1,750
Time series analysis
1,746
Estimation theory
1,683
Schätztheorie
1,683
Estimation
1,530
Schätzung
1,526
Markov chain
1,366
Markov-Kette
1,366
Risk
1,245
Risiko
1,237
Option trading
892
Optionsgeschäft
892
Monte-Carlo-Simulation
874
Monte Carlo simulation
873
Statistical distribution
850
Statistische Verteilung
850
Simulation
841
Dynamische Optimierung
835
Dynamic programming
834
Börsenkurs
826
Share price
824
Derivat
819
Derivative
819
Prognoseverfahren
809
Forecasting model
808
Wahrscheinlichkeitsrechnung
704
Probability theory
697
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Online availability
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Free
284
Undetermined
260
CC license
9
Type of publication
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Article
505
Book / Working Paper
323
Type of publication (narrower categories)
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Article in journal
488
Aufsatz in Zeitschrift
488
Graue Literatur
129
Non-commercial literature
129
Arbeitspapier
125
Working Paper
125
Hochschulschrift
21
Aufsatz im Buch
17
Book section
17
Thesis
17
Collection of articles written by one author
6
Lehrbuch
6
Sammlung
6
Textbook
6
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Conference proceedings
2
Einführung
2
Systematic review
2
Übersichtsarbeit
2
Adressbuch
1
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Conference paper
1
Directory
1
Government document
1
Konferenzbeitrag
1
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Language
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English
820
German
8
Author
All
Campbell, John Y.
9
Post, Thierry
9
Bakshi, Gurdip S.
8
Guidolin, Massimo
8
Kan, Raymond
8
Fabozzi, Frank J.
7
Branger, Nicole
6
Chabi-Yo, Fousseni
6
Christoffersen, Peter F.
6
Escobar, Marcos
6
Jacobs, Kris
6
Nieto Domenech, Belen
6
Račev, Svetlozar T.
6
Rubio, Gonzalo
6
Tauchen, George Eugene
6
Todorov, Viktor
6
Almeida, Caio
5
Fisher, Adlai
5
Garcia, René
5
Giglio, Stefano
5
Gouriéroux, Christian
5
Madan, Dilip B.
5
Polk, Christopher
5
Seo, Sang Byung
5
Stambaugh, Robert F.
5
Turley, Robert
5
Wachter, Jessica
5
Wilhelm, Jochen
5
Zhou, Guofu
5
Ziveyi, Jonathan
5
Akira Toda, Alexis
4
Arvanitis, Stelios
4
Bianchi, Daniele
4
Brody, Dorje C.
4
De Groot, Oliver
4
Filipović, Damir
4
Gospodinov, Nikolaj
4
Hansen, Lars Peter
4
He, Xue-zhong
4
Heston, Steven L.
4
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Institution
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National Bureau of Economic Research
11
Erasmus Research Institute of Management
3
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Conference on Stochastic Finance <2004, Lissabon>
1
Judge Institute of Management Studies
1
Trinity College Dublin / Department of Economics
1
University of British Columbia / Finance Division
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
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Published in...
All
International journal of theoretical and applied finance
24
Journal of economic dynamics & control
19
Quantitative finance
19
Finance and stochastics
17
Journal of econometrics
15
Journal of mathematical finance
15
Annals of finance
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Finance research letters
12
Journal of banking & finance
12
European journal of operational research : EJOR
11
Journal of financial economics
11
NBER working paper series
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Research paper series / Swiss Finance Institute
9
Journal of empirical finance
8
Asia-Pacific financial markets
7
Econometric reviews
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Mathematics and financial economics
7
The review of financial studies
7
Applied mathematical finance
6
International journal of financial engineering
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Quantitative economics : QE ; journal of the Econometric Society
6
Swiss Finance Institute Research Paper
6
The European journal of finance
6
Computational economics
5
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Economics letters
5
Journal of economic theory
5
Review of derivatives research
5
The journal of finance : the journal of the American Finance Association
5
Working papers / Innocenzo Gasparini Institute for Economic Research
5
Decisions in economics and finance : a journal of applied mathematics
4
ERIM report series research in management
4
Economic modelling
4
Financial engineering
4
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ECONIS (ZBW)
828
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1
R 2 and idiosyncratic risk are not interchangeable
Li, Bin
;
Rajgopal, Shivaram
;
Venkatachalam, Mohan
- In:
The accounting review : a publication of the American …
89
(
2014
)
6
,
pp. 2261-2295
Persistent link: https://www.econbiz.de/10010469131
Saved in:
2
Fundamental indexation and the Fama-French three factor model : risk assimilation or stock mispricing?
Shi, Xiaofeng
;
Dempsey, Michael
;
Irlicht, Laurence
- In:
Journal of investment management : JOIM
13
(
2015
)
4
,
pp. 57-70
Persistent link: https://www.econbiz.de/10011640358
Saved in:
3
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
4
Estimating stochastic volatility : the rough side to equityreturns
Haynes, Jonathan
;
Schmitt, Daniel
;
Grimm, Lukas
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 449-469
Persistent link: https://www.econbiz.de/10012127236
Saved in:
5
Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns
Downs, David H.
- In:
The journal of real estate finance and economics
20
(
2000
)
2
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001498667
Saved in:
6
Asset pricing at the millennium
Campbell, John Y.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1515-1567
Persistent link: https://www.econbiz.de/10001505403
Saved in:
7
On the quasi Gaussian interest rate models
Akahori, Jirô
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10001506388
Saved in:
8
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
9
A stochastic model of investment, marginal q and the market value of the firm
Abel, Andrew B.
-
1983
Persistent link: https://www.econbiz.de/10001530719
Saved in:
10
Market forces and dynamic asset pricing
Peskir, G.
;
Shorish, Jamsheed
-
1999
Persistent link: https://www.econbiz.de/10001458252
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