//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"ARCH model"
subject:"Volatilität"
~isPartOf:"Journal of financial economics"
~person:"Santa-Clara, Pedro"
~subject:"Börsenkurs"
~subject:"USA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatilität
Börsenkurs
USA
Estimation
3
Schätzung
3
CAPM
2
Capital income
2
Kapitaleinkommen
2
Risiko
2
Risk
2
United States
2
Anlageverhalten
1
Anomalies
1
Behavioural finance
1
Deutschland
1
Estimation theory
1
Exchange rate
1
Forecasting model
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Method of moments
1
Momentenmethode
1
Momentum
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Schätztheorie
1
Securities trading
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time-varying risk
1
Transaction costs
1
Transaction costs of momentum
1
Transaktionskosten
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Santa-Clara, Pedro
Bollerslev, Tim
5
Todorov, Viktor
4
Christoffersen, Peter F.
3
Hong, Harrison G.
3
Moskowitz, Tobias J.
3
Timmermann, Allan
3
Bai, Jennie
2
Bali, Turan G.
2
Booth, James R.
2
Campbell, John Y.
2
Frazzini, Andrea
2
Fusari, Nicola
2
Jacobs, Kris
2
Kelly, Bryan T.
2
Kimmel, Robert
2
Lamont, Owen A.
2
Lin, Tse-Chun
2
Lo, Andrew W.
2
Malmendier, Ulrike
2
Paye, Bradley S.
2
Pedersen, Lasse Heje
2
Stein, Jeremy C.
2
Valkanov, Rossen I.
2
Whitelaw, Robert F.
2
Amaya, Diego
1
Andersen, Torben
1
Asness, Cliff
1
Aït-Sahalia, Yacine
1
Backus, David
1
Bajgrowicz, Pierre
1
Baker, Malcolm
1
Ball, Ray
1
Baltussen, Guido
1
Bandi, F. M.
1
Bandi, Federico M.
1
Banegas, Ayelen
1
Bao, Jack
1
Barber, Brad M.
1
Barberis, Nicholas
1
more ...
less ...
Published in...
All
Journal of financial economics
Journal of financial and quantitative analysis : JFQA
4
Working paper / National Bureau of Economic Research, Inc.
3
NBER Working Paper
2
The review of financial studies
2
Journal of econometrics
1
NBER technical working paper series
1
NBER working paper series
1
Technical working paper / National Bureau of Economic Research
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
There is a risk-return trade-off after all
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of financial economics
76
(
2005
)
3
,
pp. 509-548
Persistent link: https://www.econbiz.de/10002878247
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->