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CAPM
Theorie
128
Theory
126
Prognoseverfahren
79
Forecasting model
78
Time series analysis
63
Zeitreihenanalyse
63
Estimation theory
60
Schätztheorie
60
Estimation
58
Schätzung
58
Volatility
57
Volatilität
55
USA
48
United States
47
Capital income
37
Kapitaleinkommen
37
Regression analysis
37
Regressionsanalyse
37
Börsenkurs
30
Share price
30
Saisonale Schwankungen
25
Seasonal variations
25
Monetary policy
24
Geldpolitik
22
Risiko
22
Risk
21
Euro area
20
Eurozone
20
Ökonometrie
17
Econometrics
16
Economic forecast
16
Inflation
16
Wirtschaftsprognose
16
Anlageverhalten
15
Financial market
15
Finanzmarkt
15
Behavioural finance
14
Capital market returns
14
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14
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7
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Arbeitspapier
7
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7
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7
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English
23
French
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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
Plazzi, Alberto
1
Rubin, Mirco
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Cahier / Département de Sciences Économiques, Université de Montréal
3
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2
Journal of econometrics
2
Journal of financial economics
2
The journal of finance : the journal of the American Finance Association
2
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1
Econometric methods and financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of international money and finance
1
L' Actualité économique : revue trimest.
1
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The review of financial studies
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ECONIS (ZBW)
24
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1
On stable factor structures in the pricing of risk
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10001512514
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2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Are consumption-based intertemporal capital asset pricing models structural?
Ghysels, Eric
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10001332077
Saved in:
8
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:
9
There is a risk-return tradeoff after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002482316
Saved in:
10
Do heterogeneous beliefs matter for asset pricing?
Anderson, Ewan W.
;
Ghysels, Eric
;
Juergens, Jennifer L.
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 875-924
Persistent link: https://www.econbiz.de/10003133526
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