//--> //--> //-->
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:"United States"
type_genre:"Article in journal"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial economics"
~person:"Lo, Andrew W."
~subject:"Cross-sectional asset pricing"
~subject:"Nonparametric statistics"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
United States
Cross-sectional asset pricing
Nonparametric statistics
Estimation
3
Schätzung
3
Theorie
2
Theory
2
USA
2
1994-1995
1
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
CAPM
1
Capital income
1
Econometrics
1
Factor analysis
1
Factor models
1
Faktorenanalyse
1
Financial economics
1
Forecasting model
1
Frequency
1
Hedge fund
1
Hedgefonds
1
Hedging
1
Investment Fund
1
Investmentfonds
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Market microstructure
1
Marktmikrostruktur
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Securities trading
1
Share price
1
Systematic risk
1
Time
1
Time series analysis
1
Transaction costs
1
Transaktionskosten
1
Wertpapierhandel
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Lo, Andrew W.
Smyth, Russell
5
Su, Liangjun
5
Hsu, Yu-Chin
3
Lieli, Robert P.
3
Zhang, Xibin
3
Ang, Andrew
2
Balcilar, Mehmet
2
Bollerslev, Tim
2
Booth, James R.
2
Campbell, John Y.
2
Chevallier, Julien
2
Enders, Walter
2
Engle, Robert F.
2
Franses, Philip Hans
2
Frazzini, Andrea
2
Gao, Jiti
2
Ghysels, Eric
2
Hammoudeh, Shawkat
2
Hong, Harrison G.
2
Jacobs, Kris
2
Kimmel, Robert
2
Lamont, Owen A.
2
Leybourne, Stephen James
2
Li, Qi
2
Li, Yan
2
Lian, Heng
2
Lobato, Ignacio N.
2
Lucas, André
2
Malmendier, Ulrike
2
McCabe, Brendan Peter Martin
2
Ren, Xiaohang
2
Santa-Clara, Pedro
2
Serra, Teresa
2
Shahbaz, Muhammad
2
Silvapulle, Paramsothy
2
Song, Xiaojun
2
Stein, Jeremy C.
2
Stock, James H.
2
Taamouti, Abderrahim
2
more ...
less ...
Published in...
All
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial economics
Computation and estimation in finance and economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Journal of financial and quantitative analysis : JFQA
1
Journal of political economy
1
Macroeconomic dynamics
1
Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
2
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
3
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->