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~subject:"CAPM"
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Expected Stock Returns and Var...
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CAPM
Theorie
183
Theory
182
Volatilität
165
Volatility
164
Capital income
106
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106
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92
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91
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Portfolio-Management
29
Portfolio selection
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Devisenmarkt
24
Foreign exchange market
24
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24
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14
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17
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7
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English
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Bollerslev, Tim
22
Diebold, Francis X.
7
Wu, Jin
7
Zhou, Hao
7
Andersen, Torben
6
Bali, Turan G.
6
Andersen, Torben G.
4
Todorov, Viktor
4
Li, Sophia Zhengzi
3
Aleti, Saketh
2
Engle, Robert F.
1
Frederiksen, Per
1
Ghysels, Eric
1
Guo, Hui
1
Hodrick, Robert J.
1
Law, Tzuo Hann
1
Meddahi, Nour
1
Nielsen, Morten Ørregaard
1
Patton, Andrew J.
1
Quaedvlieg, Rogier
1
Tauchen, George Eugene
1
Tian, Ping
1
Wang, Kent
1
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1
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Center for Financial Studies
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1
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1
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1
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1
CREATES research paper
1
Econometric analysis of financial and economic time series
1
Econometric analysis of financial and economic time series ; part B
1
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1
Georgetown McDonough School of Business Research Paper
1
International economic review
1
International review of financial analysis
1
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1
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ECONIS (ZBW)
26
RePEc
3
EconStor
1
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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:
2
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:
3
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:
4
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
5
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:
6
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:
7
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:
8
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2004
Persistent link: https://www.econbiz.de/10003350014
Saved in:
9
Realized beta : persistence and predictability
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2006
Persistent link: https://www.econbiz.de/10003350083
Saved in:
10
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
Saved in:
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