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subject:"CAPM"
subject:"USA"
~isPartOf:"Computational economics"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Panel"
~subject:"Stochastic process"
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CAPM
USA
Capital income
Estimation
Panel
Stochastic process
Estimation theory
111
Schätztheorie
111
Time series analysis
32
Zeitreihenanalyse
32
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Regression analysis
20
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Optionspreistheorie
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Boubaker, Heni
3
Omay, Tolga
3
Afuecheta, Emmanuel
1
Akira Toda, Alexis
1
Andreasen, Martin Møller
1
Bartolucci, Francesco
1
Beek, Misha van
1
Cagnone, Silvia
1
Ceffer, A.
1
Cervellera, Gian P.
1
Chan, Stephen
1
Chang, Sheng-kai
1
Chen, Zhenxi
1
Cheng, Hong
1
Chia, Bryan
1
Choudhry, Taufiq
1
Daniels, Hennie A. M.
1
Dempsey, Michael
1
Deng, Xue
1
Dias, Fabio S.
1
Emirmahmutoglu, Furkan
1
Fernández del Hoyo, Juan J.
1
Gibson, Heather D.
1
Hall, Stephen G.
1
Hasanov, Mübariz
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Iren, Perihan
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1
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Levendovszky, J.
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Liang, Ying
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Llorente, G.
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Lux, Thomas
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McDonald, James B.
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Mozumder, Sharif
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Nadarajah, Saralees
1
Nonejad, Nima
1
Olah, A.
1
Ortobelli Lozza, Sergio
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Otero, Jesús G.
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Computational economics
Journal of econometrics
412
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
Economics letters
202
Econometric reviews
126
CEMMAP working papers / Centre for Microdata Methods and Practice
81
Discussion paper series / IZA
76
Applied economics letters
75
NBER working paper series
73
NBER Working Paper
71
Discussion paper / Tinbergen Institute
69
Economic modelling
69
The econometrics journal
68
Journal of applied econometrics
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
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64
Applied economics
62
Working paper / National Bureau of Economic Research, Inc.
60
The review of economics and statistics
54
Working paper / Department of Econometrics and Business Statistics, Monash University
54
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52
CESifo working papers
51
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
47
Econometrics : open access journal
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of empirical finance
44
CREATES research paper
42
IZA Discussion Paper
42
Quantitative economics : QE ; journal of the Econometric Society
41
Discussion paper
38
International journal of forecasting
38
Journal of banking & finance
38
Empirical economics : a quarterly journal of the Institute for Advanced Studies
36
Journal of the American Statistical Association : JASA
35
Discussion papers / CEPR
34
European journal of operational research : EJOR
34
Finance research letters
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Journal of forecasting
30
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
3
Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression
Cheng, Hong
;
Wang, Yunqing
;
Wang, Yihong
;
Yang, Tinggan
- In:
Computational economics
59
(
2022
)
2
,
pp. 719-748
Persistent link: https://www.econbiz.de/10013169042
Saved in:
4
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
5
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel
;
Nadarajah, Saralees
;
Chan, Stephen
- In:
Computational economics
58
(
2021
)
4
,
pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Saved in:
6
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
7
Data-based automatic discretization of nonparametric distributions
Akira Toda, Alexis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1217-1235
Persistent link: https://www.econbiz.de/10012543278
Saved in:
8
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
9
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni
- In:
Computational economics
55
(
2020
)
2
,
pp. 473-498
Persistent link: https://www.econbiz.de/10012223642
Saved in:
10
Estimating a dynamic factor model in EViews using the Kalman filter and smoother
Solberger, Martin
;
Spånberg, Erik
- In:
Computational economics
55
(
2020
)
3
,
pp. 875-900
Persistent link: https://www.econbiz.de/10012223681
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