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subject:"CAPM"
subject:"Estimation theory"
~institution:"Rodney L. White Center for Financial Research"
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CAPM
Estimation theory
Theorie
45
Theory
45
Capital income
11
Kapitaleinkommen
11
USA
7
United States
7
Volatility
7
Volatilität
7
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8
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English
8
Author
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Brandt, Michael W.
4
Diebold, Francis X.
3
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
2
Stambaugh, Robert F.
2
Brennan, Michael J.
1
Gomes, Joao
1
Kogan, Leonid
1
Santa-Clara, Pedro
1
Wang, Ashley W.
1
Xia, Yihong
1
Zhang, Lu
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
226
Ekonomiska forskningsinstitutet <Stockholm>
28
European University Institute / Department of Economics
21
Umeå universitet
21
Center for Economic Research <Tilburg>
18
University of New England / Department of Econometrics
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Federal Reserve System / Division of Research and Statistics
10
Forschungsinstitut zur Zukunft der Arbeit
10
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
10
University of Exeter / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Birkbeck College / Department of Economics
9
Centre for Analytical Finance <Århus>
9
Chambre de commerce et d'industrie de Paris
9
Deutsche Forschungsgemeinschaft
8
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
7
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Universitetet i Oslo / Økonomisk institutt
6
Centre for Microdata Methods and Practice <London>
5
Københavns Universitet / Økonomisk Institut
5
Rutgers University / Department of Economics
5
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
Springer Fachmedien Wiesbaden
5
University of Chicago / Center for Research in Security Prices
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Australian National University / Faculty of Economics and Commerce
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Centre for Quantitative Economics & Computing
4
Erasmus Research Institute of Management
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institut für Weltwirtschaft
4
Institute of Finance and Accounting <London>
4
Johns Hopkins University / Department of Economics
4
Svenska Handelshögskolan <Helsinki>
4
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Working papers / Rodney L. White Center for Financial Research
8
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ECONIS (ZBW)
8
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1
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Brennan, Michael J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002016401
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
4
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
5
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
8
Liquidity risk and expected stock returns
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011423
Saved in:
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