Estimating the Risk-Return Trade-off with Overlapping Data Inference
Year of publication: |
March 2014
|
---|---|
Authors: | Hedegaard, Esben |
Other Persons: | Hodrick, Robert J. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Schätzung | Estimation | Theorie | Theory | CAPM | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stichprobenerhebung | Sampling | Risiko-Ertrags-Verhältnis | Risk-return tradeoff |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w19969 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w19969 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben, (2014)
-
Estimating the Risk-Return Trade-Off with Overlapping Data Inference
Hedegaard, Esben, (2014)
-
Estimating the Risk-Return Trade-Off with Overlapping Data Inference
Hedegaard, Esben, (2014)
- More ...
-
Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances
Hedegaard, Esben, (2014)
-
Measuring the risk-return tradeoff with time-varying conditional covariances
Hedegaard, Esben, (2014)
-
Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben, (2014)
- More ...