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subject:"United States"
type_genre:"Bibliography included"
~institution:"Rodney L. White Center for Financial Research"
~language:"eng"
~subject:"CAPM"
~subject:"IV-Schätzung"
~type_genre:"Arbeitspapier"
~type_genre:"Conference paper"
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United States
CAPM
IV-Schätzung
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Exchange rate
3
Volatility
3
Volatilität
3
Wechselkurs
3
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
USA
2
Börsenkurs
1
Correlation
1
Deutschland
1
Germany
1
Großbritannien
1
Incomplete market
1
Interest rate
1
Investment Fund
1
Investmentfonds
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
United Kingdom
1
Unvollkommener Markt
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Zins
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Bibliography included
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English
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Brandt, Michael W.
1
Pástor, Ľuboš
1
Santa-Clara, Pedro
1
Stambaugh, Robert F.
1
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Rodney L. White Center for Financial Research
National Bureau of Economic Research
17
Rutgers University / Department of Economics
4
Columbia University / Department of Economics
2
Institut für Weltwirtschaft
2
University of Otago / Commerce Division
2
Birkbeck College / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Chambre de commerce et d'industrie de Paris
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Institut für Höhere Studien
1
Nuffield College
1
Oxford Financial Research Centre
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of Chicago / Center for Research in Security Prices
1
University of New England / Department of Econometrics
1
University of Wisconsin-Madison
1
Université de Montréal / Département de sciences économiques
1
Universiṭat Bar-Ilan / Department of Economics
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Working papers / Rodney L. White Center for Financial Research
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ECONIS (ZBW)
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Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
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2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
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