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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Business cycle"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Search: subject_exact:"Capital asset pricing model"
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Business cycle
Schätztheorie
CAPM
241
Theorie
139
Theory
139
Capital income
72
Kapitaleinkommen
72
Risikoprämie
53
Risk premium
53
Börsenkurs
49
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49
Estimation
43
Schätzung
43
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36
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36
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Option pricing theory
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Bandi, Federico M.
2
Grammig, Joachim
2
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2
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1
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1
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1
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1
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1
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1
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1
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Journal of econometrics
Journal of monetary economics
Review of quantitative finance and accounting
Journal of financial economics
19
The journal of finance : the journal of the American Finance Association
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
The review of financial studies
11
Journal of economic dynamics & control
10
Economics letters
8
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Finance research letters
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Journal of banking & finance
7
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Financial markets and portfolio management
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Journal of political economy
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Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international money and finance
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Journal of money, credit and banking : JMCB
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pacific-Basin finance journal
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Swiss journal of economics and statistics
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The financial review : the official publication of the Eastern Finance Association
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The journal of futures markets
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Advances in futures and options research : a research annual
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Advances in investment analysis and portfolio management : a research annual
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Annals of financial economics
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Applied financial economics letters
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Applied mathematical finance
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31
Risk-sensitive real business cycles
Tallarini, Thomas D.
- In:
Journal of monetary economics
45
(
2000
)
3
,
pp. 507-532
Persistent link: https://www.econbiz.de/10001482937
Saved in:
32
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10001755360
Saved in:
33
ARCH models in finance
Engle, Robert F.
(
contributor
)
- In:
Journal of econometrics
52
(
1992
)
1
,
pp. 1-311
Persistent link: https://www.econbiz.de/10001121076
Saved in:
34
The residual market factor, the APT, and mean-variance efficiency
Burmeister, Edwin
- In:
Review of quantitative finance and accounting
1
(
1991
)
1
,
pp. 27-49
Persistent link: https://www.econbiz.de/10001102484
Saved in:
35
Multivariate regression tests of the arbitrage pricing theory : the instrumental-variables approach
Wei, K. C. John
- In:
Review of quantitative finance and accounting
1
(
1991
)
2
,
pp. 191-208
Persistent link: https://www.econbiz.de/10001107378
Saved in:
36
Confidence regions for the mean-variance efficient set : an alternative approach to estimation risk
Jobson, J. D.
- In:
Review of quantitative finance and accounting
1
(
1991
)
3
,
pp. 235-257
Persistent link: https://www.econbiz.de/10001109916
Saved in:
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