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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Brandt, Michael W."
~person:"Linton, Oliver"
~subject:"Capital income"
~subject:"Share price"
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Estimation theory
68
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Brandt, Michael W.
Linton, Oliver
Kapetanios, George
9
Pesaran, M. Hashem
8
Diebold, Francis X.
7
Bailey, Natalia
5
Gao, Jiti
5
Wright, Jonathan H.
5
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Efficient estimation of a semiparametric characteristic-based factor model of security returns
Connor, Gregory
(
contributor
);
Hagmann, Matthias
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003576859
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12
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
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13
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
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