- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Becker, J.; Leschinski, C.: Estimating the volatility of asset pricing factors. In: Journal of Forecasting 40 (2020), Nr. 2, S. 269-278. DOI: https://doi.org/10.1002/for.2713
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Hannover
- (wer)
-
Gottfried Wilhelm Leibniz Universität Hannover
- (wann)
-
2020
- Ereignis
-
Veröffentlichung
- (wo)
-
Hannover
- (wer)
-
Technische Informationsbibliothek (TIB)
- (wann)
-
2020
- Urheber
-
Becker, Janis
Leschinski, Christian
- DOI
-
10.15488/10998
- URN
-
urn:nbn:de:101:1-2021052702142665052631
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:51 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Becker, Janis
- Leschinski, Christian
- Gottfried Wilhelm Leibniz Universität Hannover
- Technische Informationsbibliothek (TIB)
Entstanden
- 2020
Ähnliche Objekte (12)
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Asset pricing under information with stochastic volatility
Essays on asset pricing and volatility derivatives
Asset pricing under information with stochastic volatility
Realized return volatility, asset pricing, and risk management
Volatility Asset Pricing Model as an Alternative Approach?
Enhanced Global Asset Pricing Factors
The memory of stock return volatility: Asset pricing implications
Four Generations of Asset Pricing Models and Volatility Dynamics
Asset volatility
Essays on Asset Pricing Factor Models
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Asset pricing under information with stochastic volatility
Essays on asset pricing and volatility derivatives
Asset pricing under information with stochastic volatility
Realized return volatility, asset pricing, and risk management
Volatility Asset Pricing Model as an Alternative Approach?
Enhanced Global Asset Pricing Factors
The memory of stock return volatility: Asset pricing implications
Four Generations of Asset Pricing Models and Volatility Dynamics
Asset volatility
Essays on Asset Pricing Factor Models
Estimating the volatility of asset pricing factors
Estimating the volatility of asset pricing factors
Asset pricing under information with stochastic volatility
Essays on asset pricing and volatility derivatives
Asset pricing under information with stochastic volatility
Realized return volatility, asset pricing, and risk management
Volatility Asset Pricing Model as an Alternative Approach?
Enhanced Global Asset Pricing Factors
The memory of stock return volatility: Asset pricing implications
Four Generations of Asset Pricing Models and Volatility Dynamics
Asset volatility