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Estimation
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Annals of finance
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ECONIS (ZBW)
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1
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
The role of market efficiency on implied cost of capital estimates : an international perspective
Schröder, David
- In:
Annals of finance
16
(
2020
)
4
,
pp. 463-499
Persistent link: https://www.econbiz.de/10012496413
Saved in:
3
A nonparametric quantity-of-quality approach to assessing financial asset return performance
Haley, M. Ryan
- In:
Annals of finance
14
(
2018
)
3
,
pp. 343-351
Persistent link: https://www.econbiz.de/10012019353
Saved in:
4
An empirical analysis of organized crime, corruption and economic growth
Neanidis, Kyriakos C.
;
Rana, Maria Paola
;
Blackburn, Keith
- In:
Annals of finance
13
(
2017
)
3
,
pp. 273-298
Persistent link: https://www.econbiz.de/10011945444
Saved in:
5
On the impact of macroeconomic news surprises on Treasury-bond returns
El Ouadghiri, Imane
;
Mignon, Valérie
;
Boitout, Nicolas
- In:
Annals of finance
12
(
2016
)
1
,
pp. 29-53
Persistent link: https://www.econbiz.de/10011555427
Saved in:
6
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
7
A nonparametric approach to measuring the sensitivity of an asset’s return to the market
Severini, Thomas A.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 179-199
Persistent link: https://www.econbiz.de/10011555692
Saved in:
8
Implied cost of capital investment strategies : evidence from international stock markets
Esterer, Florian
;
Schröder, David
- In:
Annals of finance
10
(
2014
)
2
,
pp. 171-195
Persistent link: https://www.econbiz.de/10010350383
Saved in:
9
The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market
Perlin, Marcelo
;
Dufour, Alfonso
;
Brooks, Chris
- In:
Annals of finance
10
(
2014
)
3
,
pp. 457-480
Persistent link: https://www.econbiz.de/10010399792
Saved in:
10
The equity premium : a deeper puzzle
Azeredo, Francisco
- In:
Annals of finance
10
(
2014
)
3
,
pp. 347-373
Persistent link: https://www.econbiz.de/10010399838
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