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type_genre:"Article in journal"
~isPartOf:"An Elgar reference collection"
~isPartOf:"Journal of econometrics"
~subject:"CAPM"
~subject:"Statistical test"
~subject:"World"
~type_genre:"Reprint"
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Search: subject_exact:"Theory"
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CAPM
Statistical test
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
Statistischer Test
128
Volatility
124
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124
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113
Regressionsanalyse
113
Stochastic process
104
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104
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99
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98
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92
Panel study
92
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87
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87
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82
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81
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78
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78
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77
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72
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72
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72
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72
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71
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71
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68
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68
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78
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54
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Article in journal
Reprint
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183
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Multi-volume publication
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English
233
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Khalaf, Lynda
6
Aït-Sahalia, Yacine
5
Dufour, Jean-Marie
5
Phillips, Peter C. B.
4
Delgado, Miguel A.
3
Ghysels, Eric
3
Hartley, Keith
3
Renault, Eric
3
Whang, Yoon-jae
3
Xiao, Zhijie
3
Yu, Jun
3
Aliber, Robert Z.
2
Andreou, Elena
2
Andrews, Donald W. K.
2
Baltagi, Badi H.
2
Beaulieu, Marie-Claude
2
Bera, Anil K.
2
Bollerslev, Tim
2
Boswijk, Herman Peter
2
Bücher, Axel
2
Canay, Ivan A.
2
Cantwell, John
2
Carrasco, Marine
2
Chen, Xiaohong
2
Choi, In
2
Eijffinger, Sylvester C. W.
2
Fiorentini, Gianluca
2
Greenaway, David
2
Hansen, Lars Peter
2
Hong, Yongmiao
2
Horowitz, Joel
2
Hsiao, Cheng
2
King, Maxwell L.
2
Kunitomo, Naoto
2
Li, Yong
2
Linton, Oliver
2
Mancini, Loriano
2
Mykland, Per A.
2
Park, Joon Y.
2
Pelger, Markus
2
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An Elgar reference collection
Journal of econometrics
Economics letters
226
Journal of banking & finance
184
Journal of financial economics
171
The journal of finance : the journal of the American Finance Association
161
The review of financial studies
160
Journal of international money and finance
153
Journal of economic dynamics & control
145
Journal of international economics
137
Economic modelling
111
Finance research letters
111
Applied economics
109
Journal of monetary economics
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
99
Journal of empirical finance
94
Applied economics letters
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
93
European economic review : EER
91
International review of economics & finance : IREF
91
Econometric reviews
84
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
81
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Management science : journal of the Institute for Operations Research and the Management Sciences
76
Journal of financial and quantitative analysis : JFQA
71
Energy economics
70
International review of financial analysis
68
Econometric theory
67
Macroeconomic dynamics
60
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
59
Journal of applied econometrics
56
Journal of economic literature
56
The American economic review
56
The North American journal of economics and finance : a journal of financial economics studies
56
Journal of economic theory
55
Open economies review
55
European journal of operational research : EJOR
52
Finance and stochastics
52
International journal of forecasting
52
International journal of theoretical and applied finance
51
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ECONIS (ZBW)
233
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233
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1
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
2
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:
3
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:
4
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:
5
Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding
Chen, Song Xi
;
Guo, Bin
;
Qiu, Yumou
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1337-1354
Persistent link: https://www.econbiz.de/10014471380
Saved in:
6
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:
7
Evaluating forecast performance with state dependence
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014471799
Saved in:
8
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
9
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:
10
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
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