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Schätzung
Theorie
416
Theory
416
Portfolio selection
196
Portfolio-Management
196
Capital income
175
Kapitaleinkommen
175
Estimation
136
Volatility
109
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109
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Option pricing theory
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Optionspreistheorie
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Tzavalis, Elias
3
Wang, Yudong
3
Baillie, Richard
2
Brockman, Paul
2
Cho, Dooyeon
2
Dendramis, Yiannis
2
Harvey, David I.
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Karanasos, Menelaos
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Moor, Lieven de
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1
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1
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1
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1
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1
Bai, Qing
1
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1
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1
Bera, Anil K.
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Bessler, Wolfgang
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
725
NBER working paper series
664
NBER Working Paper
611
Discussion paper / Centre for Economic Policy Research
465
Discussion paper series / IZA
433
Applied economics
430
CESifo working papers
357
Economic modelling
251
Economics letters
245
Working paper
238
Applied economics letters
229
Discussion paper
211
Journal of econometrics
203
IZA Discussion Paper
198
Journal of banking & finance
189
Journal of international money and finance
187
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
185
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
185
Discussion papers / CEPR
167
Discussion paper / Tinbergen Institute
166
Journal of applied econometrics
155
International review of economics & finance : IREF
153
Journal of economic dynamics & control
149
Europäische Hochschulschriften / 5
148
Journal of financial economics
136
Journal of macroeconomics
136
IZA Discussion Papers
125
Applied financial economics
123
The review of economics and statistics
119
European economic review : EER
116
SpringerLink / Bücher
115
Finance research letters
113
CESifo Working Paper Series
109
Journal of monetary economics
109
International review of financial analysis
107
Journal of international economics
106
Macroeconomic dynamics
102
The journal of finance : the journal of the American Finance Association
102
ZEW discussion papers
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ECONIS (ZBW)
136
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1
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
2
Enhancing the profitability of lottery strategies
Kwon, Kyungyoon
;
Min, Byoung-Kyu
;
Sun, Chenfei
- In:
Journal of empirical finance
69
(
2022
),
pp. 166-184
Persistent link: https://www.econbiz.de/10013478528
Saved in:
3
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
4
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
5
Follow the leader : index tracking with factor models
Jiang, Pan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
64
(
2021
),
pp. 337-350
Persistent link: https://www.econbiz.de/10013259499
Saved in:
6
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
7
Is idiosyncratic risk priced? : the international evidence
Brockman, Paul
;
Guo, Tao
;
Vivero, Maria Gabriela
;
Yu, Wayne
- In:
Journal of empirical finance
66
(
2022
),
pp. 121-136
Persistent link: https://www.econbiz.de/10013370669
Saved in:
8
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
9
Beta dispersion and market timing
Kuntz, Laura-Chloé
- In:
Journal of empirical finance
59
(
2020
),
pp. 235-256
Persistent link: https://www.econbiz.de/10012437978
Saved in:
10
Expected and realized returns in conditional asset pricing models: a new testing approach
Antell, Jan
;
Vaihekoski, Mika
- In:
Journal of empirical finance
52
(
2019
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012171126
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