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isPartOf:"Review of international economics"
subject:"Estimation"
~isPartOf:"Applied economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"USA"
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Estimation
Börsenkurs
CAPM
USA
Theorie
4,029
Theory
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Schätzung
628
Time series analysis
425
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425
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Chang, Tsangyao
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5
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3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
Bhaskara Rao, Buddhavarapu
2
Bia, Michela
2
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2
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2
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Review of international economics
Applied economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
International review of economics & finance : IREF
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
1,896
NBER working paper series
870
NBER Working Paper
722
Discussion paper / Centre for Economic Policy Research
702
Applied economics
489
Economics letters
467
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421
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415
The review of financial studies
411
The journal of finance : the journal of the American Finance Association
409
European journal of operational research : EJOR
403
The American economic review
391
CESifo working papers
384
Journal of banking & finance
384
Journal of economic dynamics & control
352
Journal of financial economics
350
Journal of monetary economics
304
American journal of agricultural economics
291
Economic modelling
288
Journal of econometrics
280
The review of economics and statistics
274
Discussion paper
260
Journal of international money and finance
246
Europäische Hochschulschriften / 5
231
Journal of political economy
227
Finance and economics discussion series
225
Journal of empirical finance
219
Journal of money, credit and banking : JMCB
219
Journal of macroeconomics
218
Discussion paper / Tinbergen Institute
217
Computers & operations research : and their applications to problems of world concern ; an international journal
212
The economic journal : the journal of the Royal Economic Society
210
Journal of applied econometrics
208
Southern economic journal
191
Finance research letters
186
European economic review : EER
185
Discussion papers / CEPR
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ECONIS (ZBW)
1,058
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1
Financial frictions in the US : asymmetric effects per industry
Apergēs, Nikolaos
;
Hayat, Tasawar
;
Saeed, Tareq
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 767-771
Persistent link: https://www.econbiz.de/10013171061
Saved in:
2
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
3
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
4
Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1596-1616
Persistent link: https://www.econbiz.de/10013540394
Saved in:
5
Effect of information disclosure on firms' direct financing in emerging securities markets
Tseng, Jauling
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 54-68
Persistent link: https://www.econbiz.de/10014492114
Saved in:
6
Trading activity, risk aversion, and risk neutral skewness : evidence from SSE 50ETF option
Jiang, Zhengyun
;
Zhou, Xin
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 378-399
Persistent link: https://www.econbiz.de/10014492161
Saved in:
7
Size, value and volatility
Peterburgsky, Stanley
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 752-763
Persistent link: https://www.econbiz.de/10014492257
Saved in:
8
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
9
Sequential monitoring of stock market price changes
Li, Hemei
;
Liu, Zhenya
;
Xiao, Zhijie
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10014446420
Saved in:
10
A continuous heterogeneous agent model for multi-asset pricing and portfolio construction under market matching friction
Fu, Jie
;
Zhang, Xiaoqi
;
Zhou, Wenyuan
;
Lyu, Yang
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 267-283
Persistent link: https://www.econbiz.de/10014446433
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