//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Santa-Clara, Pedro"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Estimation
4
Schätzung
4
USA
3
Capital market returns
2
Kapitalmarktrendite
2
Risikoprämie
2
Risk premium
2
1928-2010
1
1972-2013
1
1976-1996
1
1988-1996
1
Anlageverhalten
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
CAPM
1
Currency speculation
1
Derivat
1
Derivative
1
Economic indicator
1
Forecasting model
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Share price
1
Theorie
1
Theory
1
Welt
1
Wirtschaftsindikator
1
World
1
Währungsspekulation
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Santa-Clara, Pedro
Marcellino, Massimiliano
6
Pesaran, M. Hashem
4
Bollerslev, Tim
2
Carriero, Andrea
2
Chemmanur, Thomas J.
2
Chesher, Andrew
2
Clark, Todd E.
2
Fleissig, Adrian R.
2
Koop, Gary
2
Li, Mingliang
2
Maio, Paulo
2
Mavroeidis, Sophocles
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Post, Thierry
2
Ritter, Jay
2
Serletis, Apostolos
2
Sola, Martin
2
Sorescu, Sorin M.
2
Urbain, Jean-Pierre
2
Vahid, Farshid
2
Wu, Liuren
2
Aassve, Arnstein
1
Agarwal, Vikas
1
Ahelegbey, Daniel Felix
1
Ahn, Dong-Hyun
1
Allee, John M.
1
Altavilla, Carlo
1
Andersen, Torben
1
Anderson, Gordon
1
Anderson, Heather M.
1
Ando, Tomohiro
1
Artis, Michael J.
1
Ascari, Guido
1
Athanasopoulos, George
1
Augurzky, Boris
1
Babbs, Simon H.
1
Bae, Youngsoo
1
Bai, Jennie
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
3
Journal of financial economics
2
The review of financial studies
2
Journal of econometrics
1
Technical working paper / National Bureau of Economic Research
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Short-term interest rates and stock market anomalies
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
3
,
pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
Saved in:
2
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
3
The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->