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CAPM
Theorie
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164
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83
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79
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79
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Ghysels, Eric
24
Andreou, Elena
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
4
Guérin, Pierre
3
Marcellino, Massimiliano
3
Anderson, Ewan W.
2
Conrad, Jennifer S.
2
Dittmar, Robert F.
2
Garcia, René
2
Juergens, Jennifer L.
2
Bollerslev, Tim
1
Boyer, Marcel
1
Cherkaoui, Mouna
1
Gagliardini, Patrick
1
Gouriéroux, Christian
1
Hall, Alastair R.
1
Jasiak, Joann
1
Kichian, Maral
1
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2
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1
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Journal of international money and finance
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1
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ECONIS (ZBW)
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1
Predicting the VIX and the volatility risk premium : what's credit and commodity volatility risk got to do with it? Elena Andreou and Eric Ghysels
Andreou, Elena
;
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010440191
Saved in:
2
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
3
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads volatility factors
Andreou, Elena
;
Ghysels, Eric
-
2020
Persistent link: https://www.econbiz.de/10014336139
Saved in:
4
Three common factors
Andreou, Elena
;
Gagliardini, Patrick
;
Ghysels, Eric
; …
-
2022
Persistent link: https://www.econbiz.de/10013184880
Saved in:
5
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
Saved in:
6
On stable factor structures in the pricing of risk : do time-varying betas help or hurt?
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 549-573
Persistent link: https://www.econbiz.de/10001238269
Saved in:
7
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
8
On the dynamic specification of international asset pricing models
Kichian, Maral
;
Garcia, René
;
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001513096
Saved in:
9
L' intégration des marchés émergents et la modélisation des rendements des actifs risqués : une étude appliquée à la bourse des valeurs de Casablanca
Boyer, Marcel
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 311-330
Persistent link: https://www.econbiz.de/10001337581
Saved in:
10
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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