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person:"Pástor, Ľuboš"
subject:"United States"
~isPartOf:"The review of financial studies"
~person:"Härdle, Wolfgang"
~subject:"Estimation"
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Pástor, Ľuboš
Härdle, Wolfgang
Zhou, Guofu
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Bekaert, Geert
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Chabi-Yo, Fousseni
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Kadan, Ohad
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MacKinlay, Archie Craig
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The review of financial studies
SFB 649 discussion paper
27
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
9
Working paper / National Bureau of Economic Research, Inc.
6
Working papers / Rodney L. White Center for Financial Research
5
Rodney L. White Center for Financial Research
4
Working paper series / Center for Research in Security Prices
4
The journal of finance : the journal of the American Finance Association
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
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Discussion paper / Centre for Economic Policy Research
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Discussion papers of interdisciplinary research project 373
2
Journal of financial economics
2
Applied quantitative finance
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CFS working paper series
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Journal of applied econometrics
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of forecasting
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Journal of political economy
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Review of derivatives research
1
Review of quantitative finance and accounting
1
Spatial economic analysis : the journal of the Regional Studies Association
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The European journal of finance
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Asset pricing models : implications for expected returns and portfolio selection
MacKinlay, Archie Craig
;
Pástor, Ľuboš
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 883-916
Persistent link: https://www.econbiz.de/10001525314
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