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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of financial economics"
~person:"Enders, Walter"
~person:"Kimmel, Robert"
~subject:"Regressionsanalyse"
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United States
Regressionsanalyse
Estimation
2
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2
USA
2
Arbitrage Pricing
1
Arbitrage pricing
1
Börsenkurs
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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Risikoprämie
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Risk premium
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Article in journal
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Enders, Walter
Kimmel, Robert
Booth, James R.
2
Campbell, John Y.
2
Frazzini, Andrea
2
Hong, Harrison G.
2
Lamont, Owen A.
2
Lo, Andrew W.
2
Malmendier, Ulrike
2
Santa-Clara, Pedro
2
Stein, Jeremy C.
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Whitelaw, Robert F.
2
Asness, Cliff
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Aït-Sahalia, Yacine
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Barberis, Nicholas
1
Boudoukh, Jacob
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Brandt, Michael W.
1
Chan, Yeung Lewis
1
Chen, Honghui
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Chen, Joseph
1
Cheridito, Patrick
1
Chinco, Alex
1
Chua, Lena
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Cici, Gjergij
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Dangl, Thomas
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De Santis, Giorgio
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Dechow, Patricia M.
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Deli, Daniel Newton
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Demers, Elizabeth
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Desai, Mihir A.
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1
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1
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1
Filipović, Damir
1
Fleming, Jeff
1
Gao, Xiaohui
1
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Journal of financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics
1
Journal of empirical finance
1
Journal of international money and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
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Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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2
Maximum likelihood estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 413-452
Persistent link: https://www.econbiz.de/10003425468
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