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~isPartOf:"Discussion paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"CAPM"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Method of moments"
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CAPM
Zeitreihenanalyse
Method of moments
276
Momentenmethode
275
Theorie
103
Theory
103
Estimation theory
102
Schätztheorie
102
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58
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58
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Peñaranda, Francisco
2
Sentana, Enrique
2
Ahn, Seung Chan
1
Andreasen, Martin Møller
1
Baghdadabad, Mohammadreza Tavakoli
1
Blanco, Ivan
1
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Discussion paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Journal of empirical finance
Journal of financial economics
11
Journal of banking & finance
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
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ECONIS (ZBW)
31
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1
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
2
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
3
Finite-sample corrected inference for two-step GMM in time series
Hwang, Jungbin
;
Valdés, Gonzalo
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 327-352
Persistent link: https://www.econbiz.de/10014364895
Saved in:
4
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
5
A comment on "on inflation expectations in the NKPC model"
Lanne, Markku
;
Luoto, Jani
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1865-1867
Persistent link: https://www.econbiz.de/10012215900
Saved in:
6
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
7
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
8
Global idiosyncratic risk moments
Baghdadabad, Mohammadreza Tavakoli
;
Mallik, Girijasankar
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 731-764
Persistent link: https://www.econbiz.de/10011949902
Saved in:
9
Exponentially tilted likelihood inference on growing dimensional unconditional moment models
Tang, Niansheng
;
Yan, Xiaodong
;
Zhao, Puying
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011974553
Saved in:
10
Duality in mean-variance frontiers with conditioning information
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of empirical finance
38
(
2016
),
pp. 762-785
Persistent link: https://www.econbiz.de/10011663795
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