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CAPM
Schätzung
128,636
Estimation
122,486
Theorie
77,673
Theory
76,222
Börsenkurs
55,185
Share price
53,691
Volatility
43,952
Volatilität
43,689
Schätztheorie
40,699
Estimation theory
40,070
USA
28,192
United States
27,104
Kapitaleinkommen
23,281
Capital income
23,226
Efficiency
22,657
Welt
20,691
Effizienz
20,454
World
19,973
Deutschland
19,887
Germany
17,800
Aktienmarkt
17,710
Stock market
17,448
Zeitreihenanalyse
14,394
Time series analysis
14,117
Prognoseverfahren
12,665
Forecasting model
12,428
Portfolio-Management
12,208
Portfolio selection
12,111
Risk
10,742
Risiko
10,722
Wirtschaftswachstum
9,869
Economic growth
9,487
Wirkungsanalyse
9,318
Wechselkurs
9,285
ARCH-Modell
9,167
Impact assessment
9,081
Exchange rate
9,065
ARCH model
9,050
Regressionsanalyse
8,206
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7,352
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4,126
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Campbell, John Y.
81
Zaremba, Adam
81
Zhang, Lu
77
Fabozzi, Frank J.
66
Ferson, Wayne E.
65
Harvey, Campbell R.
64
Jarrow, Robert A.
63
Hens, Thorsten
61
Stambaugh, Robert F.
59
Cochrane, John H.
58
Bekaert, Geert
57
Bali, Turan G.
55
Hansen, Lars Peter
52
Jagannathan, Ravi
51
Robotti, Cesare
51
Lo, Andrew W.
49
Kan, Raymond
47
Zhou, Guofu
47
He, Xue-zhong
46
Cakici, Nusret
45
Lee, Cheng F.
45
Faff, Robert W.
44
Kogan, Leonid
43
Madan, Dilip B.
43
Kelly, Bryan T.
42
Lustig, Hanno
39
Ang, Andrew
38
Polk, Christopher
38
Lettau, Martin
36
Chiarella, Carl
35
Duffie, Darrell
35
Fama, Eugene F.
35
Guo, Hui
35
Bansal, Ravi
34
Hommes, Cars H.
34
Hull, John
34
Jacobs, Kris
34
Prokopczuk, Marcel
34
Shanken, Jay
34
Pedersen, Lasse Heje
33
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National Bureau of Economic Research
407
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
39
EconWPA
12
Ekonomiska forskningsinstitutet <Stockholm>
10
Federal Reserve Bank of St. Louis
9
Institute of Finance and Accounting <London>
9
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
8
MASTER CONSULTORES
8
University of Chicago / Center for Research in Security Prices
8
C.E.P.R. Discussion Papers
7
Centre for Analytical Finance <Århus>
7
Chambre de commerce et d'industrie de Paris
7
Erasmus Research Institute of Management
7
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
6
Centre for Economic Policy Research
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Deutsche Forschungsgemeinschaft
6
Rodney L. White Center for Financial Research
6
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
5
Federal Reserve System / Division of Research and Statistics
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Springer Fachmedien Wiesbaden
5
Svenska Handelshögskolan <Helsinki>
5
American Finance Association
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Board of Governors
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Stanford Institute for Economic Policy Research
4
BANCO DE LA REPÚBLICA
3
Banco de la Republica de Colombia
3
Center for Economic Research <Tilburg>
3
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Département de Sciences Économiques, Université de Montréal
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Faculty of Economics, University of Cambridge
3
HAL
3
Institut ekonomických studií, Univerzita Karlova v Praze
3
Institut for Finansiering <Frederiksberg>
3
Institut für Weltwirtschaft (IfW)
3
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NBER working paper series
394
Working paper / National Bureau of Economic Research, Inc.
332
Journal of financial economics
314
Journal of banking & finance
297
NBER Working Paper
286
The journal of finance : the journal of the American Finance Association
260
The review of financial studies
226
Finance research letters
210
Journal of empirical finance
183
Journal of economic dynamics & control
172
International review of financial analysis
136
Journal of financial and quantitative analysis : JFQA
135
Management science : journal of the Institute for Operations Research and the Management Sciences
129
Economics letters
121
Pacific-Basin finance journal
117
International review of economics & finance : IREF
111
Research paper series / Swiss Finance Institute
107
Discussion paper / Centre for Economic Policy Research
99
Applied economics
95
Journal of econometrics
93
Mathematical finance : an international journal of mathematics, statistics and financial theory
93
International journal of theoretical and applied finance
92
Journal of international financial markets, institutions & money
92
The European journal of finance
92
Economic modelling
90
Journal of international money and finance
89
Review of quantitative finance and accounting
86
Working paper
86
The North American journal of economics and finance : a journal of financial economics studies
79
Applied financial economics
77
The journal of futures markets
77
Finance and stochastics
76
Journal of monetary economics
76
Discussion papers / CEPR
75
Quantitative finance
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
Journal of economic theory
66
Annals of finance
63
Research in international business and finance
61
The journal of real estate finance and economics
59
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Source
All
ECONIS (ZBW)
19,613
RePEc
395
EconStor
145
BASE
15
Other ZBW resources
13
OLC EcoSci
10
Showing
1
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10
of
20,191
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date (newest first)
date (oldest first)
1
A new unbiased additive robust
volatility
estimation
using extreme values of asset prices
Shaik, Muneer
;
Maheswaran, S.
- In:
Financial markets and portfolio management
34
(
2020
)
3
,
pp. 313-347
Persistent link: https://www.econbiz.de/10012289673
Saved in:
2
Jump factor models in large cross‐sections
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Quantitative economics : QE ; journal of the …
10
(
2019
)
2
,
pp. 419-456
of factor
jumps
. Such jump dependence is implied by standard linear factor models. Our inference is based on a panel of …
Persistent link: https://www.econbiz.de/10012042424
Saved in:
3
Analysis of high frequency data in finance: a survey
Jiang, George J.
;
Pan, Guanzhong
- In:
Frontiers of economics in China : selected publications …
15
(
2020
)
2
,
pp. 141-166
Persistent link: https://www.econbiz.de/10012670616
Saved in:
4
Econometric analysis of multivariate realised QML :
estimation
of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
5
Variation and
efficiency
of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
6
Asymmetric jump beta
estimation
with implications forportfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
Saved in:
7
Efficient bias robust regression for time series factor models
Martin, R. Douglas
;
Xia, Daniel Z.
- In:
The journal of asset management : a major new, …
23
(
2022
)
3
,
pp. 215-234
Persistent link: https://www.econbiz.de/10013199106
Saved in:
8
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
9
Bayesian nonparametric covariance
estimation
with noisy and nonsynchronous asset prices
Liu, Jia
- In:
Journal of risk
24
(
2021
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012816791
Saved in:
10
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
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