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~isPartOf:"Journal of empirical finance"
~subject:"CAPM"
~subject:"Financial market"
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Search: subject_exact:"Estimation theory"
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CAPM
Financial market
Estimation theory
77
Schätztheorie
77
Time series analysis
25
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25
Estimation
23
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23
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20
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20
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Baillie, Richard
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
Journal of econometrics
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
The journal of finance : the journal of the American Finance Association
15
Journal of financial economics
14
NBER working paper series
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Economics letters
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The review of financial studies
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Finance research letters
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Statistical methods in finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Financial markets and portfolio management
5
Journal of banking & finance
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Journal of risk and financial management : JRFM
5
Review of quantitative finance and accounting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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4
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Econometric analysis of financial markets
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Econometric theory
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of financial engineering
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ECONIS (ZBW)
9
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
4
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
5
Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying
;
Peretti, Christian de
;
Qiao, Zhuo
; …
- In:
Journal of empirical finance
19
(
2012
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
Saved in:
6
Testing multi-beta asset pricing models
Velu, Raja P.
;
Zhou, Guofu
- In:
Journal of empirical finance
6
(
1999
)
3
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001426357
Saved in:
7
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
8
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
9
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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