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subject:"CAPM"
subject:"USA"
~isPartOf:"Journal of financial economics"
~subject:"Bayes-Statistik"
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Search: subject_exact:"Estimation theory"
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CAPM
USA
Bayes-Statistik
Estimation theory
29
Schätztheorie
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10
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10
Estimation
9
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9
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Adrian, Tobias
2
Crump, Richard K.
2
Mönch, Emanuel
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Amin, Kaushik I.
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Ang, Andrew
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Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
129
Journal of econometrics
108
The review of economics and statistics
43
Working paper / National Bureau of Economic Research, Inc.
40
Economics letters
38
Journal of applied econometrics
36
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
NBER working paper series
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Working paper / Department of Econometrics and Business Statistics, Monash University
24
International journal of forecasting
22
Journal of financial and quantitative analysis : JFQA
22
American journal of agricultural economics
21
The journal of finance : the journal of the American Finance Association
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Discussion paper series / IZA
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Applied economics
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Discussion papers / CEPR
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Journal of the American Statistical Association : JASA
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of economic dynamics & control
17
NBER Working Paper
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
CESifo working papers
16
Economic modelling
16
The journal of futures markets
16
The review of financial studies
16
Journal of empirical finance
15
CREATES research paper
14
Journal of forecasting
14
Journal of macroeconomics
14
Quantitative economics : QE ; journal of the Econometric Society
14
Technical working paper / National Bureau of Economic Research
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Discussion paper / Tinbergen Institute
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The econometrics journal
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Discussion paper / Centre for Economic Policy Research
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Journal of banking & finance
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Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
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1
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
2
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
3
Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of financial economics
132
(
2019
)
2
,
pp. 451-471
Persistent link: https://www.econbiz.de/10012136929
Saved in:
4
Empirical tests of asset pricing models with individual assets : Resolving the errors-in-variables bias in risk premium estimation
Jegadeesh, Narasimhan
;
Noh, Joonki
;
Pukthuanthong, Kuntara
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 273-298
Persistent link: https://www.econbiz.de/10012165400
Saved in:
5
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
6
Regression-based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
118
(
2015
)
2
,
pp. 211-244
Persistent link: https://www.econbiz.de/10011480393
Saved in:
7
Pricing the term structure with linear regressions
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 110-138
Persistent link: https://www.econbiz.de/10010207769
Saved in:
8
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
9
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
10
A skeptical appraisal of asset pricing tests
Lewellen, Jonathan
;
Nagel, Stefan
;
Shanken, Jay
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10003979139
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