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subject:"CAPM"
subject:"Estimation theory"
~institution:"Aarhus Universitet / Afdeling for Nationaløkonomi"
~subject:"Schätzung"
~subject:"Stochastic process"
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CAPM
Estimation theory
Schätzung
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Theorie
44
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4
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4
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4
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Rosholm, Michael
5
Ørregaard Nielsen, Morten
5
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Malchow-Møller, Nikolaj
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Aarhus Universitet / Afdeling for Nationaløkonomi
National Bureau of Economic Research
711
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80
Ekonomiska forskningsinstitutet <Stockholm>
69
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39
Springer Fachmedien Wiesbaden
37
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29
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29
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26
Center for Economic Research <Tilburg>
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Federal Reserve System / Division of Research and Statistics
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Chambre de commerce et d'industrie de Paris
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
13
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
13
Verlag Dr. Kovač
13
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10
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9
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1
Local empirical spectral measure of multivariate process with long range dependence
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001712283
Saved in:
2
Left-censoring in duration data : theory and applications
D'Addio, Anna Christina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001657657
Saved in:
3
Duration dependence and time-varying variables in discrete time duration models
D'Addio, Anna Cristina
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702135
Saved in:
4
Spectral analysis of fractionally cointegrated systems
Ørregaard Nielsen, Morten
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001695143
Saved in:
5
Testing the semiparametric box-cox model with the bootstrap
Savin, N. Eugene
(
contributor
);
Würtz, Allan H.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001690153
Saved in:
6
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664218
Saved in:
7
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664223
Saved in:
8
Local whittle analysis of stationary fractional cointegration
Ørregaard Nielsen, Morten
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001664225
Saved in:
9
Structurally dependent competing risks
Rosholm, Michael
(
contributor
);
Svarer, Michael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001531640
Saved in:
10
Investment under uncertainty : the case of repeated investment options
Malchow-Møller, Nikolaj
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001532519
Saved in:
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