//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Birkbeck College / Department of Economics"
~institution:"European University Institute / Department of Economics"
~institution:"Europäische Kommission"
~institution:"University of Cambridge / Department of Applied Economics"
~language:"eng"
~person:"Brüggemann, Ralf"
~person:"Satchell, Stephen"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Konferenzschrift"
~type_genre:"Systematic review"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Portfolio selection
5
Portfolio-Management
5
Großbritannien
4
United Kingdom
4
Cointegration
3
Estimation
3
Forecasting model
3
Kointegration
3
Prognoseverfahren
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Arbitrage Pricing
2
Arbitrage pricing
2
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Capital income
2
Deutschland
2
Estimation theory
2
Euro area
2
Eurozone
2
Financial analysis
2
Finanzanalyse
2
Germany
2
Kapitaleinkommen
2
Option pricing theory
2
Optionsanleihe
2
Optionspreistheorie
2
Schätztheorie
2
Warrant bond
2
1970-2003
1
1988-1993
1
1988-1998
1
1990-1999
1
1998-2002
1
Aggregation
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Free
15
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
Aufsatz in Zeitschrift
Forschungsbericht
Konferenzschrift
Systematic review
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
English
Author
All
Brüggemann, Ralf
Satchell, Stephen
Pesaran, M. Hashem
21
Lütkepohl, Helmut
18
Licandro, Omar
17
Neuhoff, Karsten
16
Gylfi Zoega
12
Newbery, David M. G.
12
Pollitt, Michael G.
12
Maravall Herrero, Agustín
11
Banerjee, Anindya
10
Corsetti, Giancarlo
10
Ploeg, Frederick van der
9
Snower, Dennis J.
9
Jamasb, Tooraj
8
Lanne, Markku
8
Marcellino, Massimiliano
8
Orszag, Jonathan Michael
8
Ravn, Morten O.
8
Timmermann, Allan
8
Waldmann, Robert
8
Wall, Howard J.
8
Guiso, Luigi
7
Littlechild, Stephen C.
7
Russell, Bill
7
Saikkonen, Pentti
7
Sgroi, Daniel
7
Coakley, Jerry
6
Courty, Pascal
6
Harvey, Andrew C.
6
Joskow, Paul L.
6
Sabourian, Hamid
6
Sancetta, Alessio
6
Aidt, Toke
5
Artis, Michael J.
5
Boucekkine, Raouf
5
Brunekreeft, Gert
5
Chadha, Jagjit
5
Fuertes, Ana María
5
Green, Richard D.
5
more ...
less ...
Institution
All
Birkbeck College / Department of Economics
European University Institute / Department of Economics
Europäische Kommission
University of Cambridge / Department of Applied Economics
University of Cambridge / Faculty of Economics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Nuffield College
1
School of Economics, Mathematics and Statistics <London>
1
University of Exeter / Department of Economics
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
14
EUI working paper
5
Discussion paper in financial economics : FE
3
DAE working paper / University of Cambridge, Department of Applied Economics
2
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting euro-area variables with German pre-EMU data
Brüggemann, Ralf
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397952
Saved in:
2
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
(
contributor
); …
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
Saved in:
3
The behavioural components of risk aversion
Davies, Greg B.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002395969
Saved in:
4
Continuous cumulative prospects theory and individual asset allocation
Davies, Greg B.
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002457755
Saved in:
5
Cost of capital and regulator's preferences : investigation into a new method of estimating regulatory beta
Sancetta, Alessio
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153214
Saved in:
6
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
7
A small monetary system for the euro area based on German data
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737
Saved in:
8
Bayesian estimation of risk-premia in an APT context
Darsinos, Theofanis
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766123
Saved in:
9
Changing correlation and portfolio diversification failure in the presence of large market losses
Sancetta, Alessio
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001764558
Saved in:
10
Imitative learning, endogenous asset correlation and market crashes
Yang, J.-H. Steffi
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766053
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->