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subject:"CAPM"
subject:"USA"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Volatilität
Estimation theory
104
Schätztheorie
104
Theorie
49
Theory
49
United States
27
Estimation
24
Schätzung
24
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10
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Ghysels, Eric
2
Marcellino, Massimiliano
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1
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1
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1
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Discussion paper / Centre for Economic Policy Research
Journal of financial and quantitative analysis : JFQA
Journal of econometrics
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
140
The review of economics and statistics
45
Economics letters
44
Working paper / National Bureau of Economic Research, Inc.
43
Discussion paper / Tinbergen Institute
31
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30
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International journal of forecasting
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American journal of agricultural economics
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Technical working paper / National Bureau of Economic Research
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International journal of theoretical and applied finance
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
Journal of risk and financial management : JRFM
13
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Journal of economic dynamics & control
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ECONIS (ZBW)
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When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
2
Missing events in event studies : identifying the effects of partially-measured news surprises
Gürkaynak, Refet S.
;
Kısacıkoğlu, Burçin
;
Wright, …
-
2018
Persistent link: https://www.econbiz.de/10011981002
Saved in:
3
Instability, imprecision and inconsistent use of equilibrium real interest rate estimates
Beyer, Robert
;
Wieland, Volker
-
2017
Persistent link: https://www.econbiz.de/10011654990
Saved in:
4
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
5
A unified approach to estimating demand and welfare
Redding, Stephen
;
Weinstein, David E.
-
2016
Persistent link: https://www.econbiz.de/10011524468
Saved in:
6
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
7
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
8
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
9
Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
Saved in:
10
Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
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