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subject:"CAPM"
subject:"USA"
~person:"Alexander, Carol"
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CAPM
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Estimation theory
7
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Alexander, Carol
Kan, Raymond
16
Robotti, Cesare
15
Pesaran, M. Hashem
14
Singleton, Kenneth J.
12
Swanson, Norman R.
12
Dufour, Jean-Marie
11
Lee, Cheng F.
11
Mairesse, Jacques
11
Caporale, Guglielmo Maria
10
Engle, Robert F.
10
Audrino, Francesco
9
Bailey, Natalia
9
Diebold, Francis X.
9
Kapetanios, George
9
Pittis, Nikitas
9
Zadrozny, Peter A.
9
Crump, Richard K.
8
Hall, Bronwyn H.
8
Khalaf, Lynda
8
Shanken, Jay
8
Stambaugh, Robert F.
8
Angrist, Joshua D.
7
Beaulieu, Marie-Claude
7
Bekaert, Geert
7
Chen, Baoline
7
Cox, Thomas Lee
7
Granger, C. W. J.
7
Hautsch, Nikolaus
7
Renault, Eric
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Sentana, Enrique
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Shephard, Neil G.
7
Tauchen, George Eugene
7
Vella, Francis
7
Abadie, Alberto
6
Armah, Nii Ayi
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Chavas, Jean-Paul
6
Davidson, Russell
6
Ghysels, Eric
6
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International review of financial analysis
1
Journal of banking & finance
1
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ECONIS (ZBW)
2
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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2
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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