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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hansen, Lars Peter"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Estimation
Public choice
CAPM
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Schätzung
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Theorie
127
Theory
127
Estimation theory
18
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18
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15
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Baillie, Richard
Hansen, Lars Peter
Hautsch, Nikolaus
Rösch, Daniel
Güth, Werner
57
Gupta, Rangan
41
Le Breton, Michel
41
Gil-Alaña, Luis A.
40
Fabozzi, Frank J.
39
Caporale, Guglielmo Maria
37
Kelly, Jerry S.
36
Campbell, Donald E.
35
Fudenberg, Drew
34
Jarrow, Robert A.
33
Buchanan, James M.
32
Madan, Dilip B.
32
Palfrey, Thomas R.
32
Peleg, Bezalel
32
Samuelson, Larry
32
Binmore, Ken
31
Serletis, Apostolos
30
Bollerslev, Tim
29
Jackson, Matthew O.
29
Tijs, Stef
29
Lee, Cheng F.
28
Suzumura, Kōtarō
28
Frey, Bruno S.
27
Levine, David K.
27
McAleer, Michael
27
Timmermann, Allan
27
Chiarella, Carl
26
Renault, Eric
26
Wohar, Mark E.
26
Alesina, Alberto
25
Ghysels, Eric
25
Kumbhakar, Subal
25
Sen, Arunava
25
Gersbach, Hans
24
Kliemt, Hartmut
24
Mueller, Dennis C.
24
Diebold, Francis X.
23
Dutta, Bhaskar
23
Ferson, Wayne E.
23
Kirchgässner, Gebhard
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NBER macroeconomics annual
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ECONIS (ZBW)
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1
Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
Saved in:
2
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:
3
A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf
;
Rösch, Daniel
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
Saved in:
4
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
5
Comment on: pseudo-true SDFs in conditional asset pricing models
Hansen, Lars Peter
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 715-720
Persistent link: https://www.econbiz.de/10012405515
Saved in:
6
Rejoinder on: pseudo-true SDFs in conditional asset pricing models
Antoine, Bertille
;
Proulx, Kevin
;
Renault, Eric
- In:
Journal of financial econometrics
18
(
2020
)
4
,
pp. 776-790
Persistent link: https://www.econbiz.de/10012405523
Saved in:
7
Pricing uncertainty induced by climate change : editor's choice
Barnett, Michael N.
;
Brock, William A.
;
Hansen, Lars Peter
- In:
The review of financial studies
33
(
2020
)
3
,
pp. 1024-1066
Persistent link: https://www.econbiz.de/10012198054
Saved in:
8
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
9
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
10
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
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