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~subject:"Capital income"
~type:"article"
~type_genre:"Aufsatz im Buch"
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Search: subject:"Method of moments"
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Capital income
Method of moments
96
Momentenmethode
96
Theorie
39
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27
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27
Estimation
26
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26
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16
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Ahsan, Nazmul
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Amengual, Dante
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Dahlquist, Magnus
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Hu, Ming-Che
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Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
New research in financial markets
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Stock returns : cyclicity, prediction and economic consequences
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Return volatility, skewness, and momentum effects
Huang, Alex
;
Hu, Ming-Che
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2024
Persistent link: https://www.econbiz.de/10015047461
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2
Global international ELM versus momentum
Snigaroff, Robert
;
Wroblewski, David
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2024
Persistent link: https://www.econbiz.de/10015050020
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3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
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4
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
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5
The analysis of the cross-section of security returns
Jagannathan, Ravi
;
Skoulakis, Georgios
;
Wang, Zhenyu
-
2010
Persistent link: https://www.econbiz.de/10003900742
Saved in:
6
Monetary policy shifts and stock returns : evidence from UK panel data
Gregoriou, A.
;
Kontonikas, A.
;
MacDonald, Ronald
; …
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 201-209)
.
2009
Persistent link: https://www.econbiz.de/10003945027
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7
Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus
;
Söderlind, Paul
- In:
New research in financial markets
,
(pp. 3-37)
.
2001
Persistent link: https://www.econbiz.de/10001674474
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