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type_genre:"Article in journal"
~isPartOf:"An Elgar reference collection"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Monte Carlo simulation"
~subject:"World"
~type_genre:"Reprint"
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Search: subject_exact:"Theory"
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CAPM
Monte Carlo simulation
World
Theorie
1,705
Theory
1,705
Estimation theory
367
Schätztheorie
367
Time series analysis
324
Zeitreihenanalyse
324
Estimation
169
Schätzung
169
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Forecasting model
128
Prognoseverfahren
128
Statistical test
128
Statistischer Test
128
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124
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124
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113
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113
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103
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103
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99
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98
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72
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72
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Chib, Siddhartha
6
Aït-Sahalia, Yacine
5
Khalaf, Lynda
4
Koop, Gary
4
Hartley, Keith
3
Li, Yong
3
Yu, Jun
3
Aliber, Robert Z.
2
Beaulieu, Marie-Claude
2
Bollerslev, Tim
2
Cantwell, John
2
Dufour, Jean-Marie
2
Eijffinger, Sylvester C. W.
2
Fiorentini, Gianluca
2
Greenaway, David
2
Griffin, Jim E.
2
Hamilton, Barton Hughes
2
Hansen, Lars Peter
2
Hong, Han
2
Kalli, Maria
2
King, Maxwell L.
2
Koopman, Siem Jan
2
Kumbhakar, Subal
2
Mancini, Loriano
2
Melino, Angelo
2
Mroz, Thomas A.
2
Mykland, Per A.
2
Pelger, Markus
2
Renault, Eric
2
Sandler, Todd
2
Scaillet, Olivier
2
Schorfheide, Frank
2
Stutzer, Michael J.
2
Todorov, Viktor
2
Tsionas, Efthymios G.
2
Whiteley, Paul F.
2
Windmeijer, Frank
2
Wright, Mike
2
Xiu, Dacheng
2
Zeng, Tao
2
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An Elgar reference collection
Journal of econometrics
Economics letters
187
Journal of banking & finance
183
Journal of financial economics
169
The journal of finance : the journal of the American Finance Association
159
Journal of economic dynamics & control
158
The review of financial studies
154
Journal of international money and finance
151
Journal of international economics
140
Economic modelling
119
Applied economics
115
Finance research letters
101
Journal of monetary economics
99
Journal of empirical finance
95
European economic review : EER
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
89
International review of economics & finance : IREF
85
Applied economics letters
82
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
82
European journal of operational research : EJOR
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Energy economics
71
Journal of financial and quantitative analysis : JFQA
70
Finance and stochastics
69
International review of financial analysis
66
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
The North American journal of economics and finance : a journal of financial economics studies
59
The American economic review
58
International journal of theoretical and applied finance
54
Journal of economic literature
54
Journal of economic theory
54
Open economies review
54
Journal of macroeconomics
51
Macroeconomic dynamics
51
Journal of economic behavior & organization : JEBO
50
Journal of political economy
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
European journal of political economy
48
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ECONIS (ZBW)
177
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177
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
3
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
4
Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014332237
Saved in:
5
A solution to the global identification problem in DSGE models
Kocięcki, Andrzej
;
Kolasa, Marcin
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014365479
Saved in:
6
Scalable inference for a full multivariate stochastic volatility model
Dellaportas, Petros
;
Titsias, Michalis K.
;
Petrova, Katerina
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 501-520
Persistent link: https://www.econbiz.de/10014340078
Saved in:
7
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
Instrument-free identification and estimation of differentiated products models using cost data
Byrne, David P.
;
Imai, Susumu
;
Jain, Neelam
;
Sarafidis, …
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 278-301
Persistent link: https://www.econbiz.de/10013441750
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