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source:"econis"
subject:"Estimation"
~person:"Engsted, Tom"
~person:"Ferson, Wayne E."
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"Discounting"
~type_genre:"Arbeitspapier"
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Estimation
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Engsted, Tom
Ferson, Wayne E.
Pesaran, M. Hashem
50
Caporale, Guglielmo Maria
43
Gil-Alaña, Luis A.
42
Härdle, Wolfgang
39
Marcellino, Massimiliano
30
Hautsch, Nikolaus
28
Stambaugh, Robert F.
25
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24
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24
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23
Koopman, Siem Jan
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Pástor, Ľuboš
23
Heckman, James J.
22
Rubio-Ramírez, Juan Francisco
22
He, Xue-zhong
21
Campbell, John Y.
20
Jenkins, Stephen
20
Kilian, Lutz
20
Blundell, Richard W.
19
Chiarella, Carl
19
Kaiser, Ulrich
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Pierdzioch, Christian
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Gylfi Zoega
17
Jordà, Òscar
17
Basu, Susanto
16
Engle, Robert F.
16
Gagliardini, Patrick
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Gouriéroux, Christian
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Grammig, Joachim
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Linton, Oliver
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Lütkepohl, Helmut
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Rose, Andrew
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Andreasen, Martin Møller
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Attanasio, Orazio P.
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Belzil, Christian
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Caballero, Ricardo J.
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ECONIS (ZBW)
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1
Pitfalls in VAR based return decompositions : a clarification
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
2010
Persistent link: https://www.econbiz.de/10003934481
Saved in:
2
Alpha and performance measurement : the effects of investor disagreement and heterogeneity
Ferson, Wayne E.
;
Lin, Jerchern
-
2013
Persistent link: https://www.econbiz.de/10010126665
Saved in:
3
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2006
Persistent link: https://www.econbiz.de/10003302411
Saved in:
4
The "out of sample" performance of long-run risk models
Ferson, Wayne E.
;
Nallareddy, Suresh K.
;
Xie, Biqin
-
2012
Persistent link: https://www.econbiz.de/10009516812
Saved in:
5
Tests of multifactor pricing models, volatility bounds and portfolio performance
Ferson, Wayne E.
-
2003
Persistent link: https://www.econbiz.de/10001731377
Saved in:
6
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
-
2002
Persistent link: https://www.econbiz.de/10001650667
Saved in:
7
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
-
2002
Persistent link: https://www.econbiz.de/10001650680
Saved in:
8
Conditioning variables and the cross-section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1999
Persistent link: https://www.econbiz.de/10001375822
Saved in:
9
Regime shifts in the Danish term structure of interest rates
Engsted, Tom
;
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10000981750
Saved in:
10
Estimating the LQAC model with I(2) variables
Engsted, Tom
;
Haldrup, Niels
-
1998
Persistent link: https://www.econbiz.de/10000986316
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