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~person:"Bellalah, Mondher"
~person:"Diebold, Francis X."
~person:"Härdle, Wolfgang"
~person:"Songsak Sriboonchitta"
~person:"Timmermann, Allan"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Nichtparametrisches Verfahren"
~subject:"Portfolio selection"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Strategisches Management"
~subject:"Unvollkommene Information"
~subject:"Volatilität"
~type:"article"
~type_genre:"Book section"
~type_genre:"Conference paper"
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CAPM
Capital income
Nichtparametrisches Verfahren
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Theorie
47
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Bellalah, Mondher
Diebold, Francis X.
Härdle, Wolfgang
Songsak Sriboonchitta
Timmermann, Allan
Fabozzi, Frank J.
26
Račev, Svetlozar T.
11
Barnett, William A.
10
Satchell, Stephen
10
Buckley, Peter J.
9
Chiarella, Carl
9
Mintzberg, Henry
9
Zopounidis, Constantin
9
Locarek-Junge, Hermann
8
Merton, Robert C.
8
Samuelson, Paul Anthony
8
Casson, Mark
7
Huschens, Stefan
7
Maurer, Raimond
7
Poddig, Thorsten
7
Rehkugler, Heinz
7
Brock, William A.
6
Chichilnisky, Graciela
6
Ermolʹev, Jurij M.
6
Foschiani, Stefan
6
He, Xue-zhong
6
Hinterhuber, Hans H.
6
Horváth, Péter
6
Lambert, Douglas M.
6
Lechner, Christoph
6
Ortobelli, Sergio
6
Overbeck, Ludger
6
Swanson, Norman R.
6
Teece, David J.
6
Verbeke, Alain
6
Ansoff, Harry Igor
5
Bamberg, Günter
5
Beltratti, Andrea
5
Bielecki, Tomasz R.
5
Burmann, Christoph
5
Devinney, Timothy Michael
5
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Econometrics of risk
7
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2
Decision making and risk/return optimization in financial economics
2
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
Risk management decisions and value under uncertainty
2
6th International Finance Conference on Financial Crisis and Governance
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial intermediation and banking
1
International financial systems and stock volatility : issues and remedies
1
Journal of econometrics
1
Measuring risk in complex stochastic systems
1
Risk management and value : valuation and asset price
1
Robustness in econometrics
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Statistical methods in finance
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ECONIS (ZBW)
30
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11
Optimal portfolio selection using maximum entropy estimation accounting for the firm specific characteristics
Gong, Xue
;
Songsak Sriboonchitta
- In:
Econometrics of risk
,
(pp. 305-318)
.
2015
Persistent link: https://www.econbiz.de/10010498520
Saved in:
12
Forecasting risk and returns : CAPM model with belief functions
Sutthiporn Piamsuwannakit
;
Songsak Sriboonchitta
- In:
Econometrics of risk
,
(pp. 259-271)
.
2015
Persistent link: https://www.econbiz.de/10010498527
Saved in:
13
Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 233-244)
.
2015
Persistent link: https://www.econbiz.de/10010498535
Saved in:
14
Quantile regression under asymmetric Laplace distribution in capital asset pricing model
Kittawit Autchariyapanitkul
;
Somsak Chanaim
;
Songsak …
- In:
Econometrics of risk
,
(pp. 219-231)
.
2015
Persistent link: https://www.econbiz.de/10010498537
Saved in:
15
Estimation and prediction using belief functions : application to stochastic frontier analysis
Orakanya Kanjanatarakul
;
Nachatchapong Kaewsompong
; …
- In:
Econometrics of risk
,
(pp. 171-184)
.
2015
Persistent link: https://www.econbiz.de/10010498554
Saved in:
16
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of econometrics
182
(
2014
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Saved in:
17
The performance of hybrid models in the assessment of default risk
Zouari, Sami
;
Bellalah, Mondher
;
Lévy, Jean-Jacques
- In:
6th International Finance Conference on Financial …
,
(pp. 2-24)
.
2011
Persistent link: https://www.econbiz.de/10009634605
Saved in:
18
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2010
Persistent link: https://www.econbiz.de/10003900630
Saved in:
19
Modeling dependencies with copulae
Härdle, Wolfgang
;
Okhrin, Ostap
;
Okhrin, Yarema
- In:
Applied quantitative finance
,
(pp. 3-36)
.
2009
Persistent link: https://www.econbiz.de/10003745932
Saved in:
20
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
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