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There are 4134 results for: content related to: Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach

  1. Expected Idiosyncratic Volatility Measures and Expected Returns

    Financial Management

    Volume 41, Issue 3, Fall 2012, Pages: 519–553, Jason D. Fink, Kristin E. Fink and Hui He

    Article first published online : 24 JUL 2012, DOI: 10.1111/j.1755-053X.2012.01209.x

  2. International Evidence on GFC-Robust Forecasts for Risk Management under the Basel Accord

    Journal of Forecasting

    Volume 32, Issue 3, April 2013, Pages: 267–288, Michael McAleer, Juan-Ángel Jiménez-Martín and Teodosio Pérez-Amaral

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1269

  3. You have free access to this content
    Measuring and Testing the Impact of News on Volatility

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1749–1778, ROBERT F. ENGLE and VICTOR K. NG

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05127.x

  4. Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

    Journal of Forecasting

    Volume 33, Issue 7, November 2014, Pages: 515–531, Yiannis Dendramis, Giles E. Spungin and Elias Tzavalis

    Article first published online : 12 SEP 2014, DOI: 10.1002/for.2303

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    BAYESIAN ANALYSIS OF GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND STOCHASTIC VOLATILITY: MODELING LEVERAGE, JUMPS AND HEAVY-TAILS FOR FINANCIAL TIME SERIES

    Japanese Economic Review

    Volume 63, Issue 1, March 2012, Pages: 81–103, JOUCHI NAKAJIMA

    Article first published online : 25 MAY 2011, DOI: 10.1111/j.1468-5876.2011.00537.x

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    On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1779–1801, LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN and DAVID E. RUNKLE

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05128.x

  7. Is there a Positive Risk-Return Tradeoff? A Forward-Looking Approach to Measuring the Equity Premium

    European Financial Management

    Dimitrios Koutmos

    Article first published online : 6 AUG 2014, DOI: 10.1111/EUFM.12043

  8. Is there a risk–return trade-off? Evidence from high-frequency data

    Journal of Applied Econometrics

    Volume 21, Issue 8, December 2006, Pages: 1169–1198, Turan G. Bali and Lin Peng

    Article first published online : 12 DEC 2006, DOI: 10.1002/jae.911

  9. INTERGENERATIONAL TRANSMISSION OF ATTACHMENT IN ABUSED AND NEGLECTED MOTHERS: THE ROLE OF TRAUMA-SPECIFIC REFLECTIVE FUNCTIONING

    Infant Mental Health Journal

    Volume 36, Issue 2, March/April 2015, Pages: 200–212, Nicolas Berthelot, Karin Ensink, Odette Bernazzani, Lina Normandin, Patrick Luyten and Peter Fonagy

    Article first published online : 18 FEB 2015, DOI: 10.1002/imhj.21499

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    Measuring the Volatility of Wheat Futures Prices on the LIFFE

    Journal of Agricultural Economics

    Volume 66, Issue 1, February 2015, Pages: 20–35, P. J. Dawson

    Article first published online : 28 OCT 2014, DOI: 10.1111/1477-9552.12092

  11. Quadrupole Couplings in Nuclear Magnetic Resonance, General

    Standard Article

    Encyclopedia of Analytical Chemistry

    Pascal P. Man

    Published Online : 15 SEP 2006, DOI: 10.1002/9780470027318.a6111

  12. EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH

    Journal of Financial Research

    Volume 19, Issue 3, Fall 1996, Pages: 443–457, Allan D. Brunner and David P. Simon

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00224.x

  13. Nonlinear asymmetric models of the short-term interest rate

    Journal of Futures Markets

    Volume 26, Issue 9, September 2006, Pages: 869–894, K. Ozgur Demirtas

    Article first published online : 18 JUL 2006, DOI: 10.1002/fut.20214

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    AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES

    Japanese Economic Review

    Volume 63, Issue 3, September 2012, Pages: 397–419, CHIA-LIN CHANG and MICHAEL MCALEER

    Article first published online : 1 MAR 2012, DOI: 10.1111/j.1468-5876.2011.00563.x

  15. Benchmark Dose Analysis via Nonparametric Regression Modeling

    Risk Analysis

    Volume 34, Issue 1, January 2014, Pages: 135–151, Walter W. Piegorsch, Hui Xiong, Rabi N. Bhattacharya and Lizhen Lin

    Article first published online : 17 MAY 2013, DOI: 10.1111/risa.12066

  16. Frequency Transposition

    Design of Microwave Active Devices

    Jean-Luc Gautier, Pages: 159–215, 2014

    Published Online : 11 APR 2014, DOI: 10.1002/9781118814888.ch3

  17. A flexible parametric GARCH model with an application to exchange rates

    Journal of Applied Econometrics

    Volume 16, Issue 4, July/August 2001, Pages: 521–536, Kai-Li Wang, Christopher Fawson, Christopher B. Barrett and James B. McDonald

    Article first published online : 16 AUG 2001, DOI: 10.1002/jae.606

  18. Are Options on Index Futures Profitable for Risk-Averse Investors? Empirical Evidence

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1407–1437, GEORGE M. CONSTANTINIDES, MICHAL CZERWONKO, JENS CARSTEN JACKWERTH and STYLIANOS PERRAKIS

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01665.x

  19. Predictability and model selection in the context of ARCH models

    Applied Stochastic Models in Business and Industry

    Volume 21, Issue 1, January/February 2005, Pages: 55–82, Stavros Degiannakis and Evdokia Xekalaki

    Article first published online : 15 FEB 2005, DOI: 10.1002/asmb.551

  20. An empirical investigation of the GARCH option pricing model: Hedging performance

    Journal of Futures Markets

    Volume 23, Issue 12, December 2003, Pages: 1191–1207, Haynes H. M. Yung and Hua Zhang

    Article first published online : 20 OCT 2003, DOI: 10.1002/fut.10109