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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Hautsch, Nikolaus"
~person:"Post, Thierry"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Deutschland"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
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5
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5
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Hautsch, Nikolaus
Post, Thierry
Rösch, Daniel
Garcia, René
8
Prokopczuk, Marcel
7
Branger, Nicole
5
Marquering, Wessel A.
5
Almeida, Caio
4
Ardison, Kym
4
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4
Min, Byoung-Kyu
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4
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Voev, Valeri
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Wese Simen, Chardin
4
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3
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3
Balvers, Ronald J.
3
Christiansen, Charlotte
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3
Harvey, Campbell R.
3
Harvey, David I.
3
Härdle, Wolfgang
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Jacobs, Kris
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Kang, Kyu Ho
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Kim, Dongcheol
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Levy, Haim
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Rossi, Eduardo
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Rubio, Gonzalo
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Schotman, Peter C.
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Wang, Yudong
3
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2
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Journal of banking & finance
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Die Betriebswirtschaft : DBW
1
Finance research letters
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Finanzmarkt und Portfolio-Management
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International journal of forecasting
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Journal of econometrics
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Review of derivatives research
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
A concave security market line
De Giorgi, Enrico
;
Post, Thierry
;
Yalçın, Atakan
- In:
Journal of banking & finance
106
(
2019
),
pp. 65-81
Persistent link: https://www.econbiz.de/10012223950
Saved in:
3
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
4
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
5
Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
6
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
7
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
8
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
9
Downside risk and asset pricing
Post, Thierry
;
Vliet, Pim van
- In:
Journal of banking & finance
30
(
2006
)
3
,
pp. 823-849
Persistent link: https://www.econbiz.de/10003300393
Saved in:
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