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person:"Berred, Alexandre M."
type_genre:"Amtsdruckschrift"
~person:"Casella, George"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~person:"Heaton, John"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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CAPM
Estimation theory
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19
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19
Time series analysis
17
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Berred, Alexandre M.
Casella, George
Francq, Christian
Ghysels, Eric
Heaton, John
Kan, Raymond
5
Garcia, René
4
Robotti, Cesare
4
Burmeister, Edwin
3
Engle, Robert F.
3
Gospodinov, Nikolaj
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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Su, Liangjun
3
Tauchen, George Eugene
3
Adrian, Tobias
2
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Boudt, Kris
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Burnside, Craig
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Cai, Zongwu
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Carmichael, Benoît
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Escobar, Marcos
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Fang, Ying
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
1
Journal of international money and finance
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
2
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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3
Finite-sample properties of some alternative GMM estimators
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
3
,
pp. 262-280
Persistent link: https://www.econbiz.de/10001334396
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4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Econometric evaluation of asset pricing models
Hansen, Lars Peter
- In:
The review of financial studies
8
(
1995
)
2
,
pp. 237-274
Persistent link: https://www.econbiz.de/10001184653
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