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CAPM with fuzzy returns and hy...
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Theorie
Volatility
43,686
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43,426
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40,865
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40,769
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8,903
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8,809
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6,878
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6,851
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6,725
Stochastischer Prozess
6,277
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6,220
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6,180
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6,135
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Härdle, Wolfgang
137
Pesaran, M. Hashem
134
Diebold, Francis X.
125
McAleer, Michael
113
Phillips, Peter C. B.
105
Bollerslev, Tim
103
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93
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91
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84
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80
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77
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77
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76
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68
Stambaugh, Robert F.
67
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66
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61
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61
Lux, Thomas
61
Engle, Robert F.
59
Lütkepohl, Helmut
59
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58
Corradi, Valentina
58
Koopman, Siem Jan
58
Lo, Andrew W.
58
Caporale, Guglielmo Maria
56
Bali, Turan G.
55
Harvey, Campbell R.
55
Heckman, James J.
55
Herwartz, Helmut
55
Dette, Holger
54
He, Xue-zhong
54
Madan, Dilip B.
53
Caporin, Massimiliano
52
Dufour, Jean-Marie
52
Krämer, Walter
52
Lucas, André
52
Scaillet, Olivier
52
Sentana, Enrique
52
Ghysels, Eric
51
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National Bureau of Economic Research
582
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Ekonomiska forskningsinstitutet <Stockholm>
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OECD
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Federal Reserve System / Division of Research and Statistics
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Rodney L. White Center for Financial Research
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Birkbeck College / Department of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Svenska Handelshögskolan <Helsinki>
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Chambre de commerce et d'industrie de Paris
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Springer Fachmedien Wiesbaden
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Brown University / Department of Economics
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Centre for Microdata Methods and Practice <London>
8
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Columbia University / Department of Economics
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8
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8
The Wharton Financial Institutions Center
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University of Chicago / Center for Research in Security Prices
8
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7
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7
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705
Economics letters
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559
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NBER Working Paper
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385
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
365
Journal of banking & finance
320
Journal of financial economics
318
Econometric reviews
282
Finance research letters
273
The journal of finance : the journal of the American Finance Association
262
Journal of economic dynamics & control
255
The review of financial studies
251
Journal of empirical finance
245
Applied economics
226
Discussion paper / Tinbergen Institute
217
Discussion paper / Centre for Economic Policy Research
216
Journal of applied econometrics
216
Economic modelling
196
Working paper
196
Série des documents de travail / Centre de Recherche en Économie et Statistique
188
International review of financial analysis
178
International review of economics & finance : IREF
172
Journal of forecasting
166
Journal of international money and finance
161
The review of economics and statistics
158
International journal of forecasting
155
Journal of financial and quantitative analysis : JFQA
154
Mathematical finance : an international journal of mathematics, statistics and financial theory
153
The European journal of finance
152
Applied economics letters
151
Journal of quantitative economics : official journal of the Indian Econometric Society
151
Management science : journal of the Institute for Operations Research and the Management Sciences
146
Discussion paper / Center for Economic Research, Tilburg University
145
Journal of monetary economics
145
International journal of theoretical and applied finance
144
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
136
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
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ECONIS (ZBW)
40,427
EconStor
805
USB Cologne (EcoSocSci)
10
OLC EcoSci
9
ArchiDok
4
RePEc
3
Showing
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1
Volatility
and compounding effects on
beta
and returns
Trainor, William J.
- In:
The international journal of business and finance …
6
(
2012
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10009633855
Saved in:
2
Profitability and low-risk anomalies reexamined
Kohls, Tobias
;
Mager, Ferdinand
- In:
Global finance journal
56
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014478979
Saved in:
3
Firms' cost structure and stock return
volatility
Chen, Haiwei
;
Jory, Surendranath R.
;
Mishra, Tapas
; …
- In:
Managerial finance
50
(
2024
)
12
,
pp. 2047-2070
Persistent link: https://www.econbiz.de/10015199583
Saved in:
4
Bootrstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2016
Persistent link: https://www.econbiz.de/10011479788
Saved in:
5
How many factors are important in U.K. stock returns?
Fletcher, Jonathan
- In:
The European journal of finance
25
(
2019
)
13
,
pp. 1234-1249
Persistent link: https://www.econbiz.de/10012207080
Saved in:
6
A robust test for monotonicity in asset returns
Taufemback, Cleiton Guollo
;
Troster, Victor
;
Shahbaz, …
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013260108
Saved in:
7
Testing for monotonicity in expected asset returns
Romano, Joseph P.
;
Wolf, Michael
- In:
Journal of empirical finance
23
(
2013
),
pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
Saved in:
8
Realized
volatility
, jump and
beta
: evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
9
Realized
volatility
, jump and
beta
: evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
-
2020
Persistent link: https://www.econbiz.de/10012317084
Saved in:
10
Revisiting the
CAPM
model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana
;
Slišković, Marina
- In:
International journal of economics and business …
19
(
2020
)
3
,
pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
Saved in:
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